-0.5%
GNRC vs EXR
-0.7%
+0.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.6% |
| 7D | -0.2% | -1.2% | +1.0% | +0.3% |
| 30D | -15.7% | -6.2% | -9.5% | -13.7% |
| 3M | -27.3% | -7.4% | -19.9% | -25.4% |
| 6M | -12.1% | -0.5% | -11.5% | -14.4% |
| YTD | +37.1% | +8.1% | +29.0% | +23.0% |
| 1Y | -0.5% | -2.9% | +2.4% | -3.3% |
| All | -0.5% | -0.7% | +0.2% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling