+149.0%
GEN vs EXR
+147.0%
+2.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | +2.6% | -6.9% | +9.6% | +4.3% |
| 3M | +15.8% | -3.0% | +18.8% | +16.6% |
| 6M | +33.1% | -2.9% | +36.1% | +33.7% |
| YTD | +11.3% | +9.3% | +2.0% | +8.7% |
| 1Y | +1.7% | -0.9% | +2.6% | +1.4% |
| 3Y | +58.1% | +24.7% | +33.4% | +49.1% |
| 5Y | +20.6% | -11.7% | +32.3% | +19.5% |
| 10Y | +149.0% | +148.4% | +0.6% | +120.0% |
| All | +149.0% | +147.0% | +2.0% | +120.0% |
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 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