+17.7%
GFS vs EXR
+28.1%
-10.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.1% | -9.0% | -6.1% |
| 7D | -12.5% | +11.3% | -23.8% | -13.4% |
| 30D | -16.9% | +21.2% | -38.1% | -18.9% |
| 3M | -22.3% | +8.7% | -31.0% | -22.8% |
| 6M | -40.2% | +18.2% | -58.4% | -43.3% |
| YTD | +16.0% | +27.9% | -12.0% | +5.7% |
| 1Y | +17.7% | +28.3% | -10.7% | +7.6% |
| All | +17.7% | +28.1% | -10.4% | +7.6% |
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 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