+4.4%
GPC vs EXR
-2.2%
+6.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.3% | -1.2% | -0.1% | -0.9% |
| 30D | -6.0% | +18.3% | -24.3% | -11.5% |
| 3M | -7.6% | +9.1% | -16.7% | -10.5% |
| 6M | +24.2% | +11.7% | +12.5% | +19.5% |
| YTD | +2.7% | +25.7% | -23.0% | -5.3% |
| 1Y | +0.2% | +24.9% | -24.8% | -7.4% |
| 3Y | -0.8% | +51.4% | -52.2% | -14.9% |
| 5Y | +4.4% | -1.9% | +6.4% | +0.5% |
| All | +4.4% | -2.2% | +6.6% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling