+219.4%
GLDM vs EXR
+117.6%
+101.8%
-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% | -0.2% | -0.8% |
| 7D | +4.7% | +5.2% | -0.5% | +4.3% |
| 30D | -0.9% | +20.9% | -21.7% | -2.3% |
| 3M | -4.3% | +7.7% | -12.0% | -4.9% |
| 6M | -13.4% | +13.2% | -26.6% | -14.3% |
| YTD | -5.8% | +26.5% | -32.3% | -7.6% |
| 1Y | +2.1% | +27.2% | -25.1% | +0.1% |
| 3Y | +105.0% | +71.5% | +33.5% | +96.8% |
| 5Y | +122.5% | +0.4% | +122.1% | +119.6% |
| All | +219.4% | +117.6% | +101.8% | +212.6% |
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