-0.5%
GNRC vs EXPD
+60.5%
-60.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.7% |
| 7D | -0.2% | +2.0% | -2.2% | -0.5% |
| 30D | -15.7% | +4.4% | -20.1% | -16.2% |
| 3M | -27.3% | +15.7% | -43.1% | -28.7% |
| 6M | -12.1% | +37.5% | -49.5% | -15.0% |
| YTD | +37.1% | +29.9% | +7.2% | +32.7% |
| 1Y | -0.5% | +57.8% | -58.2% | -4.1% |
| All | -0.5% | +60.5% | -60.9% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling