+33.7%
GAP vs EXR
+147.0%
-113.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +1.7% | -0.7% | +2.4% | +2.0% |
| 30D | +9.3% | -6.9% | +16.3% | +12.9% |
| 3M | +6.1% | -3.0% | +9.1% | +7.4% |
| 6M | -2.3% | -2.9% | +0.7% | -1.2% |
| YTD | -10.6% | +9.3% | -19.9% | -14.3% |
| 1Y | -4.4% | -0.9% | -3.5% | -4.5% |
| 3Y | +118.3% | +24.7% | +93.6% | +90.7% |
| 5Y | +12.2% | -11.7% | +23.9% | +12.3% |
| 10Y | +33.7% | +148.4% | -114.7% | -17.9% |
| All | +33.7% | +147.0% | -113.3% | -17.9% |
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