+2,193.0%
GNRC vs EXR
+2,489.2%
-296.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.6% | +6.6% |
| 7D | +2.5% | -1.1% | +3.6% | +3.1% |
| 30D | -11.2% | +18.8% | -29.9% | -18.7% |
| 3M | -10.1% | +9.9% | -20.0% | -14.5% |
| 6M | -28.5% | +12.6% | -41.1% | -33.3% |
| YTD | +42.3% | +26.5% | +15.8% | +24.9% |
| 1Y | +22.8% | +24.5% | -1.6% | +8.7% |
| 3Y | +87.3% | +52.4% | +34.9% | +46.4% |
| 5Y | -56.9% | -1.5% | -55.4% | -58.3% |
| 10Y | +384.9% | +216.0% | +168.9% | +155.2% |
| All | +2,193.0% | +2,489.2% | -296.3% | +251.9% |
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