-30.1%
GFS vs EXR
-1.8%
-28.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +7.4% | -0.4% | +7.8% | +7.6% |
| 30D | -15.3% | +18.2% | -33.5% | -21.2% |
| 3M | -21.1% | +7.3% | -28.4% | -23.6% |
| 6M | -44.5% | +13.8% | -58.3% | -48.1% |
| YTD | +19.2% | +25.9% | -6.7% | +6.3% |
| 1Y | +27.2% | +25.8% | +1.4% | +13.4% |
| 3Y | -20.1% | +53.7% | -73.8% | -37.1% |
| All | -30.1% | -1.8% | -28.4% | -34.4% |
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 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