+429.0%
GEN vs XPO
+10,316.6%
-9,887.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -2.6% |
| 7D | -1.2% | +2.4% | -3.6% | -1.4% |
| 30D | +10.1% | -3.5% | +13.7% | +10.5% |
| 3M | +16.1% | -11.9% | +28.0% | +17.2% |
| 6M | +38.9% | -10.0% | +48.8% | +39.6% |
| YTD | +14.4% | +42.1% | -27.6% | +10.1% |
| 1Y | +5.9% | +47.6% | -41.7% | +1.3% |
| 3Y | +58.8% | +153.6% | -94.8% | +42.7% |
| 5Y | +24.7% | +266.5% | -241.8% | +6.6% |
| 10Y | +163.1% | +1,460.4% | -1,297.4% | +97.7% |
| All | +429.0% | +10,316.6% | -9,887.6% | +263.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling