+368.0%
GDDY vs EXR
+202.4%
+165.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.6% |
| 7D | -8.1% | -3.1% | -5.0% | -7.2% |
| 30D | +2.3% | -7.5% | +9.8% | +4.9% |
| 3M | +14.7% | -7.5% | +22.3% | +17.8% |
| 6M | +2.1% | -5.2% | +7.3% | +3.7% |
| YTD | -24.6% | +6.5% | -31.1% | -26.2% |
| 1Y | -37.1% | -2.0% | -35.1% | -37.0% |
| 3Y | +25.5% | +21.5% | +4.0% | +14.3% |
| 5Y | +24.2% | -11.5% | +35.7% | +24.5% |
| 10Y | +191.6% | +148.0% | +43.6% | +124.3% |
| All | +368.0% | +202.4% | +165.6% | +251.6% |
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