-50.5%
GME vs EXR
-0.5%
-50.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +5.8% | +2.7% | +3.1% | +4.5% |
| 30D | -3.7% | +18.9% | -22.6% | -11.3% |
| 3M | +33.6% | +8.4% | +25.2% | +28.3% |
| 6M | +5.4% | +14.3% | -8.9% | -1.9% |
| YTD | +27.4% | +27.2% | +0.2% | +10.9% |
| 1Y | +19.0% | +25.9% | -6.9% | +4.0% |
| 3Y | +101.5% | +54.6% | +46.9% | +51.9% |
| 5Y | -50.5% | -0.6% | -49.9% | -55.9% |
| All | -50.5% | -0.5% | -50.0% | -55.9% |
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