+17.5%
GFS vs EXR
+27.0%
-9.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.9% |
| 7D | -3.1% | +2.7% | -5.8% | -3.3% |
| 30D | -16.0% | +18.9% | -35.0% | -17.7% |
| 3M | -24.7% | +8.4% | -33.1% | -25.1% |
| 6M | -45.1% | +14.3% | -59.4% | -47.1% |
| YTD | +16.5% | +27.2% | -10.8% | +6.3% |
| All | +17.5% | +27.0% | -9.5% | +7.1% |
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