+157.2%
GEN vs XPO
+1,266.4%
-1,109.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.0% |
| 7D | +2.0% | +9.0% | -6.9% | +0.6% |
| 30D | +27.7% | +4.2% | +23.6% | +26.8% |
| 3M | +3.3% | -8.7% | +11.9% | +4.6% |
| 6M | +31.8% | -2.8% | +34.6% | +31.8% |
| YTD | +13.5% | +41.9% | -28.4% | +5.6% |
| 1Y | +16.0% | +42.3% | -26.3% | +7.8% |
| 3Y | +70.6% | +127.3% | -56.7% | +42.1% |
| 5Y | +32.1% | +306.4% | -274.3% | -3.8% |
| All | +157.2% | +1,266.4% | -1,109.2% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling