-29.3%
GFS vs EXR
+70.9%
-100.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.6% | -9.3% | -9.7% |
| 7D | -20.7% | +6.8% | -27.5% | -22.5% |
| 30D | -25.2% | +19.6% | -44.8% | -29.8% |
| 3M | -26.3% | +8.0% | -34.3% | -28.3% |
| 6M | -50.7% | +17.2% | -67.8% | -54.0% |
| YTD | +4.5% | +27.2% | -22.7% | -5.8% |
| 1Y | +2.5% | +26.1% | -23.6% | -7.4% |
| All | -29.3% | +70.9% | -100.2% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling