+8.4%
GFI vs EXR
+28.1%
-19.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.3% | +4.5% |
| 7D | +1.4% | +11.3% | -9.8% | -4.5% |
| 30D | +3.0% | +21.2% | -18.2% | -8.1% |
| 3M | +10.2% | +8.7% | +1.5% | +4.4% |
| 6M | -10.1% | +18.2% | -28.3% | -19.9% |
| YTD | -11.4% | +27.9% | -39.4% | -25.0% |
| 1Y | +8.4% | +28.3% | -19.9% | -8.0% |
| All | +8.4% | +28.1% | -19.6% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling