+86.2%
GPC vs EXR
+221.5%
-135.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +1.6% | +5.2% | -3.6% | -0.2% |
| 30D | -2.1% | +20.9% | -23.0% | -8.6% |
| 3M | -6.8% | +7.7% | -14.5% | -9.4% |
| 6M | +18.6% | +13.2% | +5.4% | +13.4% |
| YTD | +2.7% | +26.5% | -23.8% | -5.7% |
| 1Y | +1.8% | +27.2% | -25.4% | -6.7% |
| 3Y | +1.1% | +71.5% | -70.5% | -18.1% |
| 5Y | +4.1% | +0.4% | +3.7% | -0.5% |
| All | +86.2% | +221.5% | -135.3% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling