+1,824.4%
GME vs EXR
+3,114.4%
-1,290.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +5.8% | +2.7% | +3.1% | +4.8% |
| 30D | -3.7% | +18.9% | -22.6% | -9.7% |
| 3M | +33.6% | +8.4% | +25.2% | +29.3% |
| 6M | +5.4% | +14.3% | -8.9% | -0.3% |
| YTD | +27.4% | +27.2% | +0.2% | +15.1% |
| 1Y | +19.0% | +25.9% | -6.9% | +7.7% |
| 3Y | +101.5% | +54.6% | +46.9% | +67.4% |
| 5Y | -50.5% | -0.6% | -49.9% | -52.1% |
| 10Y | +493.3% | +208.5% | +284.8% | +256.0% |
| All | +1,824.4% | +3,114.4% | -1,290.0% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling