+149.7%
GEN vs EXR
+205.9%
-56.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +1.0% | +1.7% | -0.7% | +0.6% |
| 30D | +29.1% | +18.0% | +11.0% | +24.3% |
| 3M | +2.9% | +9.7% | -6.7% | +0.8% |
| 6M | +33.6% | +13.4% | +20.2% | +29.8% |
| YTD | +12.0% | +26.3% | -14.2% | +5.9% |
| 1Y | +16.2% | +27.6% | -11.4% | +9.6% |
| 3Y | +65.1% | +52.2% | +12.9% | +49.2% |
| 5Y | +33.3% | -1.1% | +34.4% | +28.5% |
| 10Y | +149.7% | +216.8% | -67.2% | +112.1% |
| All | +149.7% | +205.9% | -56.2% | +112.1% |
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