+80.5%
GM vs EXR
-13.9%
+94.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.2% | -1.4% |
| 7D | -1.1% | -3.1% | +2.0% | +0.1% |
| 30D | -4.6% | -7.5% | +2.9% | -1.7% |
| 3M | +0.2% | -7.5% | +7.7% | +3.0% |
| 6M | +12.6% | -5.2% | +17.8% | +14.5% |
| YTD | +3.7% | +6.5% | -2.8% | +0.6% |
| 1Y | +45.6% | -2.0% | +47.7% | +45.5% |
| 3Y | +162.0% | +21.5% | +140.4% | +132.0% |
| 5Y | +80.5% | -11.5% | +92.0% | +88.3% |
| All | +80.5% | -13.9% | +94.3% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling