+435.3%
GNRC vs EXR
+151.8%
+283.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.5% |
| 7D | -0.2% | -1.2% | +1.0% | +0.3% |
| 30D | -15.7% | -6.2% | -9.5% | -13.3% |
| 3M | -27.3% | -7.4% | -19.9% | -25.2% |
| 6M | -12.1% | -0.5% | -11.5% | -12.6% |
| YTD | +37.1% | +8.1% | +29.0% | +30.7% |
| 1Y | -0.5% | -2.9% | +2.4% | -0.1% |
| 3Y | +61.5% | +22.9% | +38.6% | +41.4% |
| 5Y | -58.6% | -10.2% | -48.4% | -57.9% |
| All | +435.3% | +151.8% | +283.5% | +294.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling