+5.0%
GEHC vs EXR
+24.9%
-19.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -4.0% | -2.6% | -1.4% | -2.9% |
| 30D | -2.0% | -7.2% | +5.2% | +1.3% |
| 3M | +8.0% | -3.5% | +11.5% | +9.8% |
| 6M | -12.8% | -5.3% | -7.5% | -10.8% |
| YTD | -15.9% | +9.4% | -25.3% | -19.1% |
| 1Y | -6.9% | +1.3% | -8.2% | -7.8% |
| All | +5.0% | +24.9% | -19.8% | +1.7% |
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