+1,010.9%
GFI vs EXR
+151.8%
+859.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.4% |
| 7D | -4.9% | -1.2% | -3.7% | -4.7% |
| 30D | +10.7% | -6.2% | +16.9% | +12.0% |
| 3M | +25.6% | -7.4% | +33.0% | +27.3% |
| 6M | -8.3% | -0.5% | -7.7% | -8.2% |
| YTD | +6.3% | +8.1% | -1.8% | +4.9% |
| 1Y | +22.1% | -2.9% | +24.9% | +22.5% |
| 3Y | +289.2% | +22.9% | +266.2% | +273.3% |
| 5Y | +531.7% | -10.2% | +541.8% | +525.9% |
| All | +1,010.9% | +151.8% | +859.1% | +935.6% |
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