+480.5%
GME vs EXR
+205.9%
+274.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.4% |
| 7D | +4.8% | +1.7% | +3.0% | +4.2% |
| 30D | -4.3% | +18.0% | -22.3% | -9.2% |
| 3M | +35.3% | +9.7% | +25.7% | +31.2% |
| 6M | +4.7% | +13.4% | -8.7% | +0.1% |
| YTD | +26.6% | +26.3% | +0.4% | +16.0% |
| 1Y | +18.3% | +27.6% | -9.2% | +7.9% |
| 3Y | +102.8% | +52.2% | +50.6% | +74.0% |
| 5Y | -48.9% | -1.1% | -47.9% | -51.2% |
| 10Y | +480.5% | +216.8% | +263.7% | +370.3% |
| All | +480.5% | +205.9% | +274.6% | +370.3% |
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 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