+380.7%
GH vs EXR
+154.4%
+226.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -8.2% | -1.1% | -7.0% | -7.6% |
| 30D | -4.9% | +18.8% | -23.7% | -13.1% |
| 3M | -6.2% | +9.9% | -16.2% | -11.1% |
| 6M | +60.0% | +12.6% | +47.4% | +49.5% |
| YTD | +51.5% | +26.5% | +25.0% | +32.8% |
| 1Y | +58.4% | +24.5% | +33.9% | +39.8% |
| 3Y | +617.2% | +52.4% | +564.8% | +450.9% |
| 5Y | +47.0% | -1.5% | +48.5% | +43.9% |
| All | +380.7% | +154.4% | +226.3% | +332.5% |
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 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