-30.1%
GDDY vs EXR
+1.1%
-31.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | +3.7% | -2.6% | +6.3% | +4.4% |
| 30D | +10.4% | -7.2% | +17.6% | +12.7% |
| 3M | +19.4% | -3.5% | +22.9% | +21.5% |
| 6M | +14.3% | -5.3% | +19.6% | +16.8% |
| YTD | -18.4% | +9.4% | -27.7% | -17.3% |
| 1Y | -30.1% | +1.3% | -31.4% | -28.8% |
| All | -30.1% | +1.1% | -31.2% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling