+79.2%
GPC vs EXR
+205.9%
-126.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | +0.4% | +1.7% | -1.4% | -0.3% |
| 30D | -1.8% | +18.0% | -19.9% | -7.6% |
| 3M | -6.6% | +9.7% | -16.2% | -9.8% |
| 6M | +21.3% | +13.4% | +7.9% | +15.9% |
| YTD | +4.3% | +26.3% | -22.0% | -4.3% |
| 1Y | +3.3% | +27.6% | -24.3% | -5.5% |
| 3Y | +0.8% | +52.2% | -51.4% | -14.8% |
| 5Y | +7.4% | -1.1% | +8.5% | +3.3% |
| 10Y | +79.2% | +216.8% | -137.6% | +15.5% |
| All | +79.2% | +205.9% | -126.6% | +15.5% |
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