+71.9%
GEN vs XPO
+128.6%
-56.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +31.2% | +4.7% | +26.5% | +30.2% |
| 3M | +6.1% | -7.1% | +13.1% | +7.0% |
| 6M | +38.1% | -6.3% | +44.4% | +38.8% |
| YTD | +14.4% | +39.1% | -24.7% | +6.9% |
| 1Y | +15.1% | +36.7% | -21.6% | +7.8% |
| All | +71.9% | +128.6% | -56.7% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling