+205.0%
GLD vs EXR
+221.5%
-16.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +4.7% | +5.2% | -0.5% | +4.3% |
| 30D | -0.9% | +20.9% | -21.8% | -2.4% |
| 3M | -4.4% | +7.7% | -12.1% | -5.0% |
| 6M | -13.6% | +13.2% | -26.7% | -14.5% |
| YTD | -6.0% | +26.5% | -32.5% | -7.8% |
| 1Y | +1.8% | +27.2% | -25.4% | -0.3% |
| 3Y | +103.2% | +71.5% | +31.6% | +94.7% |
| 5Y | +119.3% | +0.4% | +119.0% | +116.4% |
| All | +205.0% | +221.5% | -16.5% | +176.0% |
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