+184.7%
GGLL vs EXR
-5.1%
+189.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.3% |
| 7D | -1.3% | +6.8% | -8.1% | -3.2% |
| 30D | -36.3% | +19.6% | -55.8% | -40.1% |
| 3M | -42.7% | +8.0% | -50.7% | -44.2% |
| 6M | -53.1% | +17.2% | -70.2% | -55.7% |
| YTD | -32.1% | +27.2% | -59.3% | -37.7% |
| 1Y | -20.1% | +26.1% | -46.1% | -26.6% |
| 3Y | +151.7% | +70.7% | +81.0% | +86.2% |
| All | +184.7% | -5.1% | +189.8% | +224.5% |
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