+188.5%
GD vs EXR
+221.5%
-33.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | -5.0% | +5.2% | -10.2% | -6.4% |
| 30D | +8.9% | +20.9% | -12.0% | +3.0% |
| 3M | -8.0% | +7.7% | -15.8% | -10.1% |
| 6M | +2.9% | +13.2% | -10.3% | -1.0% |
| YTD | +7.1% | +26.5% | -19.4% | -0.5% |
| 1Y | +5.9% | +27.2% | -21.3% | -1.7% |
| 3Y | +53.9% | +71.5% | -17.7% | +26.5% |
| 5Y | +95.4% | +0.4% | +95.0% | +87.6% |
| All | +188.5% | +221.5% | -33.0% | +100.0% |
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