+151.2%
GEN vs EXR
+215.7%
-64.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | -3.0% | -1.2% | -1.8% | -2.7% |
| 30D | +24.7% | +18.3% | +6.4% | +20.0% |
| 3M | +4.1% | +9.1% | -4.9% | +2.2% |
| 6M | +36.0% | +11.7% | +24.3% | +32.6% |
| YTD | +10.9% | +25.7% | -14.8% | +4.9% |
| 1Y | +12.2% | +24.9% | -12.8% | +6.3% |
| 3Y | +63.3% | +51.4% | +11.9% | +47.7% |
| 5Y | +29.0% | -1.9% | +31.0% | +24.7% |
| All | +151.2% | +215.7% | -64.5% | +113.2% |
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