+377.4%
GH vs EXR
+23.6%
+353.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | -4.5% | -6.9% | +2.5% | -1.8% |
| 3M | +28.9% | -3.0% | +31.9% | +29.8% |
| 6M | +76.5% | -2.9% | +79.5% | +77.8% |
| YTD | +57.6% | +9.3% | +48.3% | +51.3% |
| 1Y | +167.5% | -0.9% | +168.5% | +165.5% |
| 3Y | +377.4% | +24.7% | +352.7% | +363.2% |
| All | +377.4% | +23.6% | +353.8% | +363.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling