+75.8%
GPC vs EXR
+217.4%
-141.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -2.1% | -1.1% | -1.0% | -1.7% |
| 30D | -4.5% | +18.8% | -23.3% | -10.3% |
| 3M | -7.7% | +9.9% | -17.6% | -10.9% |
| 6M | +24.3% | +12.6% | +11.7% | +19.1% |
| YTD | +3.5% | +26.5% | -23.0% | -5.1% |
| 1Y | +0.7% | +24.5% | -23.7% | -7.0% |
| 3Y | 0.0% | +52.4% | -52.4% | -15.5% |
| 5Y | +5.8% | -1.5% | +7.4% | +1.9% |
| 10Y | +75.8% | +216.0% | -140.2% | +13.3% |
| All | +75.8% | +217.4% | -141.7% | +13.3% |
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 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