-18.0%
GIS vs EXR
+1.1%
-19.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -2.0% |
| 7D | -7.8% | -2.6% | -5.3% | -6.8% |
| 30D | +6.6% | -7.2% | +13.8% | +9.9% |
| 3M | +21.0% | -3.5% | +24.5% | +23.3% |
| 6M | -9.1% | -5.3% | -3.8% | -7.0% |
| YTD | -13.6% | +9.4% | -23.0% | -15.4% |
| 1Y | -18.0% | +1.3% | -19.3% | -18.2% |
| All | -18.0% | +1.1% | -19.1% | -18.2% |
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 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