-17.3%
GIS vs EXR
+216.3%
-233.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -3.4% | -0.4% | -2.9% | -3.3% |
| 30D | +6.9% | +18.2% | -11.3% | +2.9% |
| 3M | -10.1% | +7.3% | -17.5% | -11.6% |
| 6M | +5.9% | +13.8% | -8.0% | +2.8% |
| YTD | -21.1% | +25.9% | -47.0% | -25.1% |
| 1Y | -22.5% | +25.8% | -48.3% | -26.4% |
| 3Y | -39.0% | +53.7% | -92.7% | -44.9% |
| 5Y | -33.3% | -1.8% | -31.6% | -34.8% |
| All | -17.3% | +216.3% | -233.6% | -38.5% |
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