+23.3%
GME vs EXR
+25.3%
-1.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +2.9% | -0.4% | +3.3% | +2.9% |
| 30D | -4.8% | +18.2% | -23.0% | -2.8% |
| 3M | +39.2% | +7.3% | +31.9% | +41.0% |
| 6M | +17.1% | +13.8% | +3.2% | +19.2% |
| YTD | +28.7% | +25.9% | +2.8% | +33.0% |
| 1Y | +23.3% | +25.8% | -2.5% | +27.8% |
| All | +23.3% | +25.3% | -1.9% | +27.8% |
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