+248.5%
GLDM vs EXR
+88.1%
+160.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -0.5% | -2.6% | +2.0% | -0.3% |
| 30D | +4.4% | -7.2% | +11.6% | +5.0% |
| 3M | -1.1% | -3.5% | +2.4% | -0.9% |
| 6M | -13.7% | -5.3% | -8.4% | -13.4% |
| YTD | +2.8% | +9.4% | -6.6% | +2.0% |
| 1Y | +24.8% | +1.3% | +23.5% | +24.5% |
| 3Y | +127.8% | +22.4% | +105.4% | +123.8% |
| 5Y | +141.1% | -12.2% | +153.4% | +140.6% |
| All | +248.5% | +88.1% | +160.3% | +245.1% |
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 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