+14.6%
GAP vs EXR
+215.3%
-200.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.2% |
| 7D | 0.0% | +2.7% | -2.6% | -1.0% |
| 30D | -4.3% | +18.9% | -23.3% | -11.5% |
| 3M | +9.4% | +8.4% | +1.0% | +5.4% |
| 6M | -3.3% | +14.3% | -17.6% | -9.1% |
| YTD | -10.5% | +27.2% | -37.8% | -19.9% |
| 1Y | -2.4% | +25.9% | -28.3% | -12.3% |
| 3Y | +80.1% | +54.6% | +25.5% | +43.2% |
| 5Y | +6.5% | -0.6% | +7.1% | +1.4% |
| 10Y | +14.6% | +208.5% | -193.9% | -28.2% |
| All | +14.6% | +215.3% | -200.7% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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