-62.0%
GME vs EXR
-10.8%
-51.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +0.4% | -0.7% | +1.1% | +0.8% |
| 30D | -1.4% | -6.9% | +5.5% | +2.0% |
| 3M | -15.1% | -3.0% | -12.2% | -14.3% |
| 6M | -22.5% | -2.9% | -19.5% | -22.0% |
| YTD | -5.9% | +9.3% | -15.2% | -11.7% |
| 1Y | -18.6% | -0.9% | -17.7% | -19.9% |
| 3Y | +6.7% | +24.7% | -18.0% | -10.1% |
| 5Y | -62.0% | -11.7% | -50.3% | -64.5% |
| All | -62.0% | -10.8% | -51.2% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling