+635.2%
GPC vs EXR
+2,662.2%
-2,027.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +1.2% | -2.6% | +3.8% | +2.1% |
| 30D | +6.0% | -7.2% | +13.2% | +8.6% |
| 3M | +42.6% | -3.5% | +46.1% | +44.5% |
| 6M | +22.8% | -5.3% | +28.1% | +25.1% |
| YTD | +15.5% | +9.4% | +6.1% | +12.0% |
| 1Y | +2.0% | +1.3% | +0.7% | +1.4% |
| 3Y | -1.4% | +22.4% | -23.8% | -9.4% |
| 5Y | +30.6% | -12.2% | +42.8% | +30.8% |
| 10Y | +80.6% | +148.6% | -68.0% | +24.7% |
| All | +635.2% | +2,662.2% | -2,027.0% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling