+16.5%
GEHC vs EXR
+69.9%
-53.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.4% |
| 7D | +7.6% | +5.2% | +2.4% | +5.3% |
| 30D | +27.5% | +20.9% | +6.6% | +17.3% |
| 3M | +17.2% | +7.7% | +9.5% | +13.4% |
| 6M | +33.6% | +13.2% | +20.4% | +26.5% |
| YTD | +0.6% | +26.5% | -25.8% | -9.3% |
| 1Y | +11.3% | +27.2% | -15.9% | 0.0% |
| 3Y | +16.5% | +71.5% | -55.0% | -1.0% |
| All | +16.5% | +69.9% | -53.4% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling