+643.2%
GEV vs EXR
+7.9%
+635.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +8.1% | -0.7% | +8.8% | +8.1% |
| 30D | -1.9% | -6.9% | +5.0% | -1.5% |
| 3M | +4.1% | -3.0% | +7.0% | +3.8% |
| 6M | +23.2% | -2.9% | +26.2% | +22.5% |
| YTD | +48.9% | +9.3% | +39.6% | +46.0% |
| 1Y | +62.2% | -0.9% | +63.1% | +60.5% |
| All | +643.2% | +7.9% | +635.3% | +589.1% |
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 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