+18.6%
GLXY vs EXR
-1.0%
+19.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +15.5% | -0.7% | +16.1% | +15.6% |
| 30D | +34.1% | -6.9% | +41.1% | +35.6% |
| 3M | -11.3% | -3.0% | -8.4% | -12.1% |
| 6M | +31.6% | -2.9% | +34.5% | +29.4% |
| YTD | +21.0% | +9.3% | +11.7% | +19.1% |
| 1Y | +11.7% | -0.9% | +12.6% | +10.3% |
| All | +18.6% | -1.0% | +19.6% | +19.0% |
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