+405.5%
GH vs EXR
+114.2%
+291.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +2.4% |
| 7D | -0.2% | -3.1% | +2.9% | +1.4% |
| 30D | -2.6% | -7.5% | +4.9% | +1.2% |
| 3M | +25.1% | -7.5% | +32.6% | +29.5% |
| 6M | +78.5% | -5.2% | +83.7% | +82.6% |
| YTD | +59.4% | +6.5% | +52.9% | +53.0% |
| 1Y | +173.9% | -2.0% | +175.9% | +171.5% |
| 3Y | +382.7% | +21.5% | +361.2% | +315.4% |
| 5Y | +24.4% | -11.5% | +35.9% | +30.3% |
| All | +405.5% | +114.2% | +291.3% | +398.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling