+222.0%
GLDM vs EXR
+118.9%
+103.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +1.9% | +6.8% | -4.9% | +1.4% |
| 30D | -1.7% | +19.6% | -21.3% | -3.1% |
| 3M | -3.5% | +8.0% | -11.5% | -4.2% |
| 6M | -10.1% | +17.2% | -27.2% | -11.3% |
| YTD | -5.0% | +27.2% | -32.3% | -6.9% |
| 1Y | +2.8% | +26.1% | -23.3% | +0.8% |
| 3Y | +105.1% | +70.7% | +34.4% | +96.9% |
| 5Y | +124.3% | +1.0% | +123.3% | +121.2% |
| All | +222.0% | +118.9% | +103.1% | +215.0% |
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