+65.1%
GNRC vs EXPD
+66.3%
-1.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.1% |
| 7D | +4.8% | -0.9% | +5.8% | +5.2% |
| 30D | -10.4% | +4.1% | -14.4% | -11.8% |
| 3M | -28.5% | +13.8% | -42.2% | -32.1% |
| 6M | -6.8% | +27.3% | -34.0% | -15.8% |
| YTD | +39.5% | +25.4% | +14.0% | +25.1% |
| 1Y | +3.4% | +54.4% | -51.0% | -17.2% |
| 3Y | +65.1% | +67.9% | -2.7% | +20.6% |
| All | +65.1% | +66.3% | -1.2% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling