-7.8%
GFS vs EXR
+5.8%
-13.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +17.2% | -1.2% | +18.4% | +17.8% |
| 30D | -8.7% | +18.3% | -27.0% | -15.1% |
| 3M | -19.7% | +9.1% | -28.7% | -22.8% |
| 6M | -40.7% | +11.7% | -52.4% | -44.1% |
| YTD | +22.5% | +25.7% | -3.2% | +9.4% |
| 1Y | +25.2% | +24.9% | +0.3% | +12.0% |
| 3Y | -17.7% | +51.4% | -69.1% | -34.7% |
| 5Y | -23.5% | -1.9% | -21.6% | -27.5% |
| All | -7.8% | +5.8% | -13.6% | -14.0% |
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 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