-20.8%
GIS vs EXR
+149.6%
-170.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.7% | -3.2% |
| 7D | -8.4% | -3.2% | -5.2% | -7.7% |
| 30D | -5.2% | -6.9% | +1.7% | -3.6% |
| 3M | +8.2% | -7.8% | +16.0% | +10.3% |
| 6M | -12.0% | -4.9% | -7.1% | -11.0% |
| YTD | -18.9% | +7.2% | -26.0% | -20.1% |
| 1Y | -23.6% | -1.5% | -22.1% | -23.5% |
| 3Y | -37.6% | +22.3% | -59.9% | -40.8% |
| 5Y | -25.2% | -10.9% | -14.3% | -25.4% |
| All | -20.8% | +149.6% | -170.5% | -39.7% |
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