-57.4%
GNRC vs EXR
-10.8%
-46.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.4% |
| 7D | -0.2% | -1.2% | +1.0% | +0.5% |
| 30D | -15.7% | -6.2% | -9.5% | -12.7% |
| 3M | -27.3% | -7.4% | -19.9% | -24.8% |
| 6M | -12.1% | -0.5% | -11.5% | -12.9% |
| YTD | +37.1% | +8.1% | +29.0% | +28.9% |
| 1Y | -0.5% | -2.9% | +2.4% | -0.3% |
| 3Y | +61.5% | +22.9% | +38.6% | +33.4% |
| All | -57.4% | -10.8% | -46.5% | -56.3% |
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 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