+461.3%
GME vs EXR
+216.3%
+245.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +2.9% | -0.4% | +3.3% | +3.1% |
| 30D | -4.8% | +18.2% | -23.0% | -9.8% |
| 3M | +39.2% | +7.3% | +31.9% | +35.9% |
| 6M | +17.1% | +13.8% | +3.2% | +11.8% |
| YTD | +28.7% | +25.9% | +2.8% | +18.0% |
| 1Y | +23.3% | +25.8% | -2.5% | +13.0% |
| 3Y | +112.9% | +53.7% | +59.2% | +82.3% |
| 5Y | -48.8% | -1.8% | -47.1% | -51.0% |
| All | +461.3% | +216.3% | +245.0% | +360.4% |
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