+20.6%
GEN vs XPO
+262.4%
-241.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.3% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | +2.1% | -8.1% | +10.1% | +3.4% |
| 3M | +19.7% | -19.0% | +38.7% | +23.5% |
| 6M | +33.3% | -5.2% | +38.4% | +33.4% |
| YTD | +11.1% | +35.6% | -24.5% | +4.1% |
| 1Y | +3.0% | +41.1% | -38.1% | -4.6% |
| 3Y | +57.9% | +157.9% | -100.0% | +27.9% |
| 5Y | +20.6% | +265.6% | -245.0% | -10.8% |
| All | +20.6% | +262.4% | -241.8% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling