+204.7%
GLDM vs EXR
+116.7%
+88.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.6% | -0.4% | -4.2% | -4.6% |
| 30D | -5.5% | +18.2% | -23.7% | -6.7% |
| 3M | -10.9% | +7.3% | -18.2% | -11.4% |
| 6M | -17.3% | +13.8% | -31.2% | -18.3% |
| YTD | -10.2% | +25.9% | -36.1% | -11.8% |
| 1Y | -6.9% | +25.8% | -32.7% | -8.7% |
| 3Y | +98.7% | +53.7% | +44.9% | +92.0% |
| 5Y | +106.7% | -1.8% | +108.5% | +104.3% |
| All | +204.7% | +116.7% | +88.0% | +198.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling