+554.1%
GPC vs EXR
+3,075.0%
-2,520.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.2% |
| 3M | -7.6% | +9.1% | -16.7% | -10.4% |
| 6M | +24.2% | +11.7% | +12.5% | +19.7% |
| YTD | +2.7% | +25.7% | -23.0% | -5.0% |
| 1Y | +0.2% | +24.9% | -24.8% | -7.1% |
| 3Y | -0.8% | +51.4% | -52.2% | -14.9% |
| 5Y | +4.4% | -1.9% | +6.4% | +0.9% |
| 10Y | +74.5% | +214.0% | -139.5% | +11.7% |
| All | +554.1% | +3,075.0% | -2,520.9% | +93.2% |
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