+97.9%
GAP vs EXR
+2,662.2%
-2,564.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.3% |
| 3M | +5.0% | -3.5% | +8.5% | +6.4% |
| 6M | -17.8% | -5.3% | -12.5% | -16.1% |
| YTD | -10.4% | +9.4% | -19.7% | -13.7% |
| 1Y | -3.4% | +1.3% | -4.7% | -4.3% |
| 3Y | +111.5% | +22.4% | +89.1% | +89.8% |
| 5Y | +8.8% | -12.2% | +21.1% | +9.4% |
| 10Y | +32.9% | +148.6% | -115.7% | -13.4% |
| All | +97.9% | +2,662.2% | -2,564.4% | -52.3% |
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