+200.1%
GDDY vs EXR
+151.8%
+48.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | -3.2% | -1.2% | -2.0% | -2.9% |
| 30D | +6.8% | -6.2% | +13.0% | +9.0% |
| 3M | +30.5% | -7.4% | +37.9% | +33.9% |
| 6M | +13.3% | -0.5% | +13.9% | +13.4% |
| YTD | -21.0% | +8.1% | -29.0% | -23.0% |
| 1Y | -34.0% | -2.9% | -31.1% | -33.7% |
| 3Y | +33.1% | +22.9% | +10.1% | +20.5% |
| 5Y | +30.3% | -10.2% | +40.5% | +30.0% |
| All | +200.1% | +151.8% | +48.3% | +142.5% |
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