+1.3%
GPC vs EXR
+1.1%
+0.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +1.0% |
| 7D | +0.4% | -2.6% | +3.0% | +1.9% |
| 30D | +5.1% | -7.2% | +12.3% | +9.7% |
| 3M | +41.5% | -3.5% | +45.0% | +44.8% |
| 6M | +21.8% | -5.3% | +27.1% | +24.7% |
| YTD | +14.6% | +9.4% | +5.2% | +9.3% |
| 1Y | +1.3% | +1.3% | -0.1% | -2.3% |
| All | +1.3% | +1.1% | +0.2% | -2.3% |
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