-40.1%
GLXY vs EXR
+14.6%
-54.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.2% |
| 7D | -14.6% | +5.2% | -19.8% | -14.7% |
| 30D | -36.2% | +20.9% | -57.0% | -37.4% |
| 3M | -30.1% | +7.7% | -37.8% | -30.2% |
| 6M | -56.1% | +13.2% | -69.3% | -57.1% |
| YTD | -38.9% | +26.5% | -65.4% | -40.6% |
| 1Y | -55.0% | +27.2% | -82.2% | -56.2% |
| All | -40.1% | +14.6% | -54.7% | -40.6% |
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 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