+2,488.1%
GILD vs EXR
+2,630.3%
-142.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | -4.8% | -1.2% | -3.7% | -4.6% |
| 30D | +5.8% | -6.2% | +12.0% | +7.3% |
| 3M | +14.9% | -7.4% | +22.3% | +16.9% |
| 6M | -0.4% | -0.5% | +0.2% | -0.3% |
| YTD | +18.5% | +8.1% | +10.4% | +16.2% |
| 1Y | +25.1% | -2.9% | +28.0% | +25.5% |
| 3Y | +105.9% | +22.9% | +82.9% | +92.7% |
| 5Y | +143.0% | -10.2% | +153.1% | +140.0% |
| 10Y | +162.4% | +151.7% | +10.7% | +96.1% |
| All | +2,488.1% | +2,630.3% | -142.2% | +913.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling