+231.1%
GM vs EXR
+151.8%
+79.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -2.4% | -1.2% | -1.3% | -2.1% |
| 30D | -1.1% | -6.2% | +5.1% | +1.0% |
| 3M | +6.1% | -7.4% | +13.5% | +8.6% |
| 6M | +15.0% | -0.5% | +15.5% | +14.9% |
| YTD | +6.0% | +8.1% | -2.1% | +2.8% |
| 1Y | +47.1% | -2.9% | +50.0% | +47.5% |
| 3Y | +170.5% | +22.9% | +147.5% | +145.7% |
| 5Y | +80.5% | -10.2% | +90.7% | +79.6% |
| All | +231.1% | +151.8% | +79.3% | +172.1% |
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