+599.7%
GFI vs EXR
+2,660.5%
-2,060.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +5.7% | -0.7% | +6.4% | +5.9% |
| 30D | +15.6% | -6.9% | +22.5% | +17.7% |
| 3M | +31.5% | -3.0% | +34.5% | +32.2% |
| 6M | -3.7% | -2.9% | -0.8% | -2.9% |
| YTD | +11.2% | +9.3% | +2.0% | +8.7% |
| 1Y | +36.4% | -0.9% | +37.3% | +36.4% |
| 3Y | +313.5% | +24.7% | +288.8% | +285.1% |
| 5Y | +528.0% | -11.7% | +539.7% | +527.9% |
| 10Y | +1,021.4% | +148.4% | +873.1% | +721.2% |
| All | +599.7% | +2,660.5% | -2,060.8% | +141.6% |
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 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