+282.7%
GEN vs EXR
+2,662.2%
-2,379.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.8% |
| 7D | -1.2% | -2.6% | +1.4% | -0.4% |
| 30D | +10.1% | -7.2% | +17.3% | +12.8% |
| 3M | +16.1% | -3.5% | +19.6% | +17.4% |
| 6M | +38.9% | -5.3% | +44.1% | +40.8% |
| YTD | +14.4% | +9.4% | +5.1% | +10.5% |
| 1Y | +5.9% | +1.3% | +4.5% | +4.6% |
| 3Y | +58.8% | +22.4% | +36.4% | +45.4% |
| 5Y | +24.7% | -12.2% | +36.9% | +23.6% |
| 10Y | +163.1% | +148.6% | +14.5% | +73.9% |
| All | +282.7% | +2,662.2% | -2,379.6% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling