+151.5%
GGLL vs EXR
+69.9%
+81.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +3.1% | +5.2% | -2.1% | +2.4% |
| 30D | -36.3% | +20.9% | -57.2% | -38.4% |
| 3M | -40.4% | +7.7% | -48.1% | -41.1% |
| 6M | -54.6% | +13.2% | -67.8% | -55.6% |
| YTD | -31.1% | +26.5% | -57.6% | -33.8% |
| 1Y | -19.2% | +27.2% | -46.4% | -22.5% |
| 3Y | +151.5% | +71.5% | +80.0% | +130.2% |
| All | +151.5% | +69.9% | +81.6% | +130.2% |
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