+2,154.8%
GNRC vs EXR
+2,477.7%
-322.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +7.9% | -0.4% | +8.3% | +8.2% |
| 30D | -3.7% | +18.2% | -21.9% | -11.6% |
| 3M | -11.9% | +7.3% | -19.3% | -15.2% |
| 6M | -28.6% | +13.8% | -42.4% | -33.8% |
| YTD | +39.9% | +25.9% | +14.0% | +23.1% |
| 1Y | +23.4% | +25.8% | -2.4% | +8.6% |
| 3Y | +84.2% | +53.7% | +30.5% | +43.3% |
| 5Y | -57.3% | -1.8% | -55.6% | -58.7% |
| 10Y | +376.8% | +214.5% | +162.3% | +151.5% |
| All | +2,154.8% | +2,477.7% | -322.9% | +246.8% |
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