+722.8%
GLD vs EXR
+2,709.6%
-1,986.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.0% | -1.1% | -0.8% | -1.9% |
| 30D | -4.4% | +18.8% | -23.2% | -5.0% |
| 3M | -8.9% | +9.9% | -18.8% | -9.2% |
| 6M | -16.0% | +12.6% | -28.6% | -16.3% |
| YTD | -7.9% | +26.5% | -34.4% | -8.6% |
| 1Y | -3.9% | +24.5% | -28.4% | -4.6% |
| 3Y | +103.4% | +52.4% | +51.0% | +100.7% |
| 5Y | +109.7% | -1.5% | +111.3% | +108.6% |
| 10Y | +211.8% | +216.0% | -4.1% | +203.9% |
| All | +722.8% | +2,709.6% | -1,986.8% | +671.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling