-17.3%
GIS vs EXR
+217.4%
-234.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.6% | -1.1% | -3.4% | -4.3% |
| 30D | +6.6% | +18.8% | -12.2% | +2.5% |
| 3M | -8.1% | +9.9% | -18.0% | -10.1% |
| 6M | +4.9% | +12.6% | -7.7% | +2.2% |
| YTD | -21.4% | +26.5% | -47.8% | -25.4% |
| 1Y | -21.6% | +24.5% | -46.1% | -25.4% |
| 3Y | -39.3% | +52.4% | -91.7% | -45.1% |
| 5Y | -33.2% | -1.5% | -31.7% | -34.7% |
| 10Y | -17.3% | +216.0% | -233.3% | -38.9% |
| All | -17.3% | +217.4% | -234.7% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling