+153.8%
GEN vs XPO
+1,516.3%
-1,362.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.3% | -5.7% | +4.4% | -0.3% |
| 30D | +6.1% | -12.8% | +18.9% | +8.5% |
| 3M | +27.0% | -20.0% | +46.9% | +31.4% |
| 6M | +43.9% | -6.0% | +49.9% | +44.3% |
| YTD | +13.0% | +34.0% | -21.1% | +6.2% |
| 1Y | +4.0% | +35.6% | -31.5% | -2.8% |
| 3Y | +66.2% | +152.3% | -86.1% | +35.6% |
| 5Y | +23.2% | +264.4% | -241.2% | -8.9% |
| All | +153.8% | +1,516.3% | -1,362.5% | +37.9% |
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