+420.1%
GNRC vs EXPD
+324.8%
+95.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | -0.7% | +1.2% | -1.9% | -1.5% |
| 30D | -15.8% | +6.8% | -22.7% | -19.5% |
| 3M | -24.0% | +14.9% | -39.0% | -30.9% |
| 6M | -13.8% | +34.6% | -48.4% | -30.0% |
| YTD | +33.2% | +27.7% | +5.5% | +9.9% |
| 1Y | -1.8% | +57.7% | -59.5% | -31.4% |
| 3Y | +57.7% | +70.9% | -13.2% | +1.4% |
| 5Y | -59.7% | +59.5% | -119.2% | -72.9% |
| All | +420.1% | +324.8% | +95.3% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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