+210.8%
GGLL vs EXR
-6.1%
+216.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +7.7% | -0.4% | +8.1% | +7.8% |
| 30D | -30.2% | +18.2% | -48.4% | -34.1% |
| 3M | -31.3% | +7.3% | -38.6% | -33.0% |
| 6M | -52.1% | +13.8% | -65.9% | -54.3% |
| YTD | -25.9% | +25.9% | -51.8% | -31.7% |
| 1Y | -8.5% | +25.8% | -34.3% | -15.8% |
| 3Y | +165.5% | +53.7% | +111.8% | +108.4% |
| All | +210.8% | -6.1% | +216.8% | +255.4% |
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