+195.8%
GGLL vs EXR
-5.1%
+200.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.3% |
| 7D | +6.3% | +2.7% | +3.7% | +5.6% |
| 30D | -35.1% | +18.9% | -54.0% | -38.9% |
| 3M | -37.7% | +8.4% | -46.0% | -39.4% |
| 6M | -54.1% | +14.3% | -68.4% | -56.3% |
| YTD | -29.4% | +27.2% | -56.7% | -35.2% |
| 1Y | -13.4% | +25.9% | -39.3% | -20.4% |
| 3Y | +158.3% | +54.6% | +103.7% | +102.6% |
| All | +195.8% | -5.1% | +200.9% | +237.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling