+188.7%
GD vs EXR
+148.5%
+40.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.4% |
| 7D | -5.3% | -2.6% | -2.7% | -4.5% |
| 30D | -6.4% | -7.2% | +0.8% | -4.4% |
| 3M | +5.7% | -3.5% | +9.2% | +6.6% |
| 6M | -0.9% | -5.3% | +4.3% | +0.3% |
| YTD | +8.2% | +9.4% | -1.2% | +5.0% |
| 1Y | +13.4% | +1.3% | +12.1% | +12.3% |
| 3Y | +68.5% | +22.4% | +46.1% | +54.1% |
| 5Y | +97.2% | -12.2% | +109.4% | +96.4% |
| All | +188.7% | +148.5% | +40.2% | +111.0% |
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