+194.0%
GGLL vs EXR
-5.8%
+199.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +5.1% | +1.7% | +3.4% | +4.6% |
| 30D | -35.5% | +18.0% | -53.5% | -39.1% |
| 3M | -39.2% | +9.7% | -48.8% | -41.1% |
| 6M | -54.4% | +13.4% | -67.8% | -56.5% |
| YTD | -29.8% | +26.3% | -56.1% | -35.5% |
| 1Y | -20.4% | +27.6% | -48.0% | -27.1% |
| 3Y | +149.7% | +52.2% | +97.6% | +97.3% |
| All | +194.0% | -5.8% | +199.8% | +236.0% |
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