+1.4%
GME vs EXR
+24.9%
-23.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.1% |
| 7D | +7.2% | -2.6% | +9.8% | +8.3% |
| 30D | +0.8% | -7.2% | +8.0% | +3.9% |
| 3M | -14.0% | -3.5% | -10.5% | -13.0% |
| 6M | -19.7% | -5.3% | -14.4% | -18.4% |
| YTD | -4.6% | +9.4% | -13.9% | -10.1% |
| 1Y | -14.3% | +1.3% | -15.7% | -16.4% |
| All | +1.4% | +24.9% | -23.4% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling