+105.9%
GILD vs EXR
+23.2%
+82.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.9% |
| 7D | -4.8% | -1.2% | -3.7% | -4.6% |
| 30D | +5.8% | -6.2% | +12.0% | +7.2% |
| 3M | +14.9% | -7.4% | +22.3% | +16.7% |
| 6M | -0.4% | -0.5% | +0.2% | -0.2% |
| YTD | +18.5% | +8.1% | +10.4% | +17.0% |
| 1Y | +25.1% | -2.9% | +28.0% | +25.5% |
| 3Y | +105.9% | +22.9% | +82.9% | +112.4% |
| All | +105.9% | +23.2% | +82.7% | +112.4% |
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