+101.5%
GME vs EXR
+53.9%
+47.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +5.8% | +2.7% | +3.1% | +4.7% |
| 30D | -3.7% | +18.9% | -22.6% | -10.1% |
| 3M | +33.6% | +8.4% | +25.2% | +29.3% |
| 6M | +5.4% | +14.3% | -8.9% | -0.7% |
| YTD | +27.4% | +27.2% | +0.2% | +12.5% |
| 1Y | +19.0% | +25.9% | -6.9% | +5.4% |
| 3Y | +101.5% | +54.6% | +46.9% | +31.0% |
| All | +101.5% | +53.9% | +47.6% | +31.0% |
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