+37.4%
GILD vs EXR
+1.1%
+36.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +3.7% | -2.6% | +6.2% | +4.6% |
| 30D | +14.6% | -7.2% | +21.8% | +17.6% |
| 3M | +17.7% | -3.5% | +21.2% | +19.2% |
| 6M | +3.1% | -5.3% | +8.4% | +4.3% |
| YTD | +24.5% | +9.4% | +15.2% | +22.1% |
| 1Y | +37.4% | +1.3% | +36.1% | +34.8% |
| All | +37.4% | +1.1% | +36.3% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling