+240.5%
GM vs EXR
+1,660.3%
-1,419.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.7% |
| 7D | -3.4% | -1.2% | -2.2% | -3.0% |
| 30D | +2.7% | +18.3% | -15.6% | -3.7% |
| 3M | -0.4% | +9.1% | -9.4% | -3.5% |
| 6M | +13.3% | +11.7% | +1.6% | +8.5% |
| YTD | +6.8% | +25.7% | -18.9% | -2.6% |
| 1Y | +21.1% | +24.9% | -3.8% | +10.7% |
| 3Y | +231.0% | +51.4% | +179.6% | +173.8% |
| 5Y | +41.9% | -1.9% | +43.9% | +36.5% |
| 10Y | +205.7% | +214.0% | -8.3% | +75.7% |
| All | +240.5% | +1,660.3% | -1,419.8% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling