+90.9%
GAP vs EXR
+3,094.9%
-3,004.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -3.9% |
| 7D | -3.8% | +5.2% | -9.0% | -5.7% |
| 30D | -9.0% | +20.9% | -29.9% | -15.7% |
| 3M | +5.5% | +7.7% | -2.3% | +2.3% |
| 6M | -11.1% | +13.2% | -24.3% | -15.5% |
| YTD | -13.6% | +26.5% | -40.0% | -21.5% |
| 1Y | -2.9% | +27.2% | -30.1% | -12.0% |
| 3Y | +69.6% | +71.5% | -1.9% | +33.1% |
| 5Y | +5.4% | +0.4% | +5.0% | +0.5% |
| 10Y | +17.8% | +225.2% | -207.3% | -30.8% |
| All | +90.9% | +3,094.9% | -3,004.0% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling