-15.7%
GME vs EXR
-2.8%
-12.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.8% | +5.2% |
| 7D | +4.8% | -3.1% | +7.9% | +4.7% |
| 30D | +5.9% | -7.5% | +13.4% | +5.6% |
| 3M | -10.7% | -7.5% | -3.2% | -10.9% |
| 6M | -19.8% | -5.2% | -14.6% | -20.6% |
| YTD | -0.9% | +6.5% | -7.5% | -2.1% |
| 1Y | -15.7% | -2.0% | -13.7% | -16.3% |
| All | -15.7% | -2.8% | -12.8% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling