+114.0%
GAP vs EXR
+24.9%
+89.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -4.5% | -2.6% | -1.9% | -3.5% |
| 30D | +9.0% | -7.2% | +16.2% | +12.2% |
| 3M | +5.0% | -3.5% | +8.5% | +6.3% |
| 6M | -17.8% | -5.3% | -12.5% | -16.3% |
| YTD | -10.4% | +9.4% | -19.7% | -13.3% |
| 1Y | -3.4% | +1.3% | -4.7% | -4.3% |
| All | +114.0% | +24.9% | +89.2% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling