+11.7%
GGLL vs EXR
-4.6%
+16.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.6% |
| 7D | -4.8% | -2.6% | -2.2% | -3.2% |
| 30D | -13.7% | -7.2% | -6.5% | -9.9% |
| 3M | -21.9% | -3.5% | -18.4% | -21.1% |
| 6M | +11.7% | -5.3% | +17.0% | +16.3% |
| All | +11.7% | -4.6% | +16.3% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling