+2.8%
GLD vs EXR
+28.1%
-25.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.1% |
| 7D | -0.3% | +11.3% | -11.5% | -2.3% |
| 30D | -1.9% | +21.2% | -23.0% | -5.5% |
| 3M | -0.4% | +8.7% | -9.2% | -2.2% |
| 6M | -10.2% | +18.2% | -28.4% | -14.1% |
| YTD | -6.0% | +27.9% | -34.0% | -11.5% |
| 1Y | +2.8% | +28.3% | -25.5% | -3.3% |
| All | +2.8% | +28.1% | -25.2% | -3.3% |
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