-23.6%
GIS vs EXR
-1.5%
-22.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.7% | -3.3% |
| 7D | -8.4% | -3.2% | -5.2% | -7.1% |
| 30D | -5.2% | -6.9% | +1.7% | -2.3% |
| 3M | +8.2% | -7.8% | +16.0% | +12.0% |
| 6M | -12.0% | -4.9% | -7.1% | -9.8% |
| YTD | -18.9% | +7.2% | -26.0% | -19.8% |
| 1Y | -23.6% | -1.5% | -22.1% | -22.9% |
| All | -23.6% | -1.5% | -22.1% | -22.9% |
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 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