+164.6%
GM vs EXR
+21.4%
+143.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.2% | -1.6% |
| 7D | -1.1% | -3.1% | +2.0% | -0.2% |
| 30D | -4.6% | -7.5% | +2.9% | -2.4% |
| 3M | +0.2% | -7.5% | +7.7% | +2.4% |
| 6M | +12.6% | -5.2% | +17.8% | +14.0% |
| YTD | +3.7% | +6.5% | -2.8% | +1.3% |
| 1Y | +45.6% | -2.0% | +47.7% | +45.4% |
| All | +164.6% | +21.4% | +143.2% | +159.2% |
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