+816.6%
GLD vs EXR
+2,328.8%
-1,512.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -0.5% | -2.6% | +2.0% | -0.4% |
| 30D | +4.4% | -7.2% | +11.6% | +4.6% |
| 3M | -1.1% | -3.5% | +2.4% | -1.0% |
| 6M | -13.8% | -5.3% | -8.5% | -13.7% |
| YTD | +2.6% | +9.4% | -6.7% | +2.3% |
| 1Y | +24.5% | +1.3% | +23.2% | +24.4% |
| 3Y | +125.8% | +22.4% | +103.4% | +124.3% |
| 5Y | +137.8% | -12.2% | +150.0% | +137.5% |
| 10Y | +221.4% | +148.6% | +72.8% | +215.0% |
| All | +816.6% | +2,328.8% | -1,512.2% | +763.1% |
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