-34.7%
GFS vs EXR
-0.3%
-34.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.4% |
| 7D | -7.8% | +5.2% | -13.0% | -9.8% |
| 30D | -19.7% | +20.9% | -40.5% | -26.0% |
| 3M | -23.1% | +7.7% | -30.8% | -25.7% |
| 6M | -46.4% | +13.2% | -59.6% | -49.8% |
| YTD | +11.0% | +26.5% | -15.4% | -1.2% |
| 1Y | +12.6% | +27.2% | -14.6% | -0.2% |
| 3Y | -24.9% | +71.5% | -96.5% | -44.1% |
| All | -34.7% | -0.3% | -34.3% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling