-21.6%
GIS vs EXR
+26.8%
-48.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.6% | -1.1% | -3.4% | -4.0% |
| 30D | +6.6% | +18.8% | -12.2% | -2.3% |
| 3M | -8.1% | +9.9% | -18.0% | -12.7% |
| 6M | +4.9% | +12.6% | -7.7% | -0.8% |
| YTD | -21.4% | +26.5% | -47.8% | -29.3% |
| 1Y | -21.6% | +24.5% | -46.1% | -29.3% |
| All | -21.6% | +26.8% | -48.4% | -29.3% |
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