+211.6%
GM vs EXR
+216.3%
-4.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | +3.6% | +18.2% | -14.7% | -2.1% |
| 3M | -0.2% | +7.3% | -7.6% | -2.5% |
| 6M | +13.9% | +13.8% | +0.1% | +8.9% |
| YTD | +6.5% | +25.9% | -19.5% | -1.9% |
| 1Y | +20.7% | +25.8% | -5.1% | +11.2% |
| 3Y | +229.5% | +53.7% | +175.8% | +177.3% |
| 5Y | +41.5% | -1.8% | +43.3% | +36.3% |
| All | +211.6% | +216.3% | -4.7% | +141.0% |
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