+3.1%
GLDM vs EXR
+28.1%
-24.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.1% |
| 7D | -0.3% | +11.3% | -11.5% | -2.3% |
| 30D | -1.9% | +21.2% | -23.0% | -5.5% |
| 3M | -0.4% | +8.7% | -9.1% | -2.2% |
| 6M | -10.1% | +18.2% | -28.3% | -13.9% |
| YTD | -5.8% | +27.9% | -33.8% | -11.3% |
| 1Y | +3.1% | +28.3% | -25.2% | -2.9% |
| All | +3.1% | +28.1% | -24.9% | -2.9% |
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