+1,340.9%
GME vs EXR
+2,662.2%
-1,321.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.1% |
| 7D | +7.2% | -2.6% | +9.8% | +8.2% |
| 30D | +0.8% | -7.2% | +8.0% | +3.6% |
| 3M | -14.0% | -3.5% | -10.5% | -13.1% |
| 6M | -19.7% | -5.3% | -14.4% | -18.5% |
| YTD | -4.6% | +9.4% | -13.9% | -8.7% |
| 1Y | -14.3% | +1.3% | -15.7% | -15.9% |
| 3Y | +4.0% | +22.4% | -18.4% | -5.9% |
| 5Y | -62.2% | -12.2% | -50.0% | -61.7% |
| 10Y | +241.4% | +148.6% | +92.8% | +122.0% |
| All | +1,340.9% | +2,662.2% | -1,321.4% | +234.9% |
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 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