-20.0%
GFS vs EXR
+53.9%
-73.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.7% |
| 7D | -3.1% | +2.7% | -5.8% | -4.1% |
| 30D | -16.0% | +18.9% | -35.0% | -21.4% |
| 3M | -24.7% | +8.4% | -33.1% | -27.0% |
| 6M | -45.1% | +14.3% | -59.4% | -48.5% |
| YTD | +16.5% | +27.2% | -10.8% | +4.0% |
| 1Y | +19.3% | +25.9% | -6.6% | +6.9% |
| 3Y | -20.0% | +54.6% | -74.6% | -40.2% |
| All | -20.0% | +53.9% | -73.8% | -40.2% |
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