+129.7%
GLDM vs EXR
+22.7%
+106.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -0.5% | -2.6% | +2.0% | -0.2% |
| 30D | +4.4% | -7.2% | +11.6% | +5.3% |
| 3M | -1.1% | -3.5% | +2.4% | -0.8% |
| 6M | -13.7% | -5.3% | -8.4% | -13.4% |
| YTD | +2.8% | +9.4% | -6.6% | +1.6% |
| 1Y | +24.8% | +1.3% | +23.5% | +24.3% |
| All | +129.7% | +22.7% | +106.9% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling