+109.7%
GLD vs EXR
-0.9%
+110.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.0% | -1.1% | -0.8% | -1.9% |
| 30D | -4.4% | +18.8% | -23.2% | -6.0% |
| 3M | -8.9% | +9.9% | -18.8% | -9.8% |
| 6M | -16.0% | +12.6% | -28.6% | -17.0% |
| YTD | -7.9% | +26.5% | -34.4% | -10.0% |
| 1Y | -3.9% | +24.5% | -28.4% | -6.0% |
| 3Y | +103.4% | +52.4% | +51.0% | +95.7% |
| 5Y | +109.7% | -1.5% | +111.3% | +107.5% |
| All | +109.7% | -0.9% | +110.6% | +107.5% |
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