-22.8%
GIS vs EXR
-10.8%
-12.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.3% | -0.7% | -7.6% | -8.1% |
| 30D | +2.2% | -6.9% | +9.1% | +3.7% |
| 3M | +15.7% | -3.0% | +18.7% | +16.6% |
| 6M | -12.0% | -2.9% | -9.0% | -11.4% |
| YTD | -15.0% | +9.3% | -24.3% | -16.3% |
| 1Y | -20.1% | -0.9% | -19.2% | -20.1% |
| 3Y | -34.6% | +24.7% | -59.3% | -36.7% |
| 5Y | -22.8% | -11.7% | -11.2% | -20.6% |
| All | -22.8% | -10.8% | -12.0% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling