+2,114.4%
GNRC vs EXPD
+606.0%
+1,508.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.8% |
| 7D | +1.9% | -1.1% | +3.1% | +2.7% |
| 30D | -13.8% | +4.1% | -17.9% | -16.0% |
| 3M | -32.6% | +17.9% | -50.5% | -39.3% |
| 6M | -15.2% | +29.2% | -44.4% | -28.4% |
| YTD | +37.4% | +27.4% | +10.0% | +15.1% |
| 1Y | +5.1% | +56.8% | -51.7% | -24.1% |
| 3Y | +57.5% | +68.0% | -10.5% | +6.9% |
| 5Y | -58.7% | +61.9% | -120.6% | -71.0% |
| 10Y | +395.5% | +316.0% | +79.5% | +97.2% |
| All | +2,114.4% | +606.0% | +1,508.4% | +585.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling