-2.4%
GLD vs EXR
+26.0%
-28.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | +2.8% | +1.7% | +1.1% | +2.5% |
| 30D | -4.0% | +18.0% | -22.0% | -7.2% |
| 3M | -8.2% | +9.7% | -17.9% | -10.1% |
| 6M | -14.8% | +13.4% | -28.3% | -17.8% |
| YTD | -6.8% | +26.3% | -33.1% | -12.9% |
| 1Y | -2.4% | +27.6% | -29.9% | -8.9% |
| All | -2.4% | +26.0% | -28.4% | -8.9% |
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