+46.6%
GPN vs EXR
+216.3%
-169.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | -5.6% | -0.4% | -5.2% | -5.5% |
| 30D | +13.6% | +18.2% | -4.6% | +6.0% |
| 3M | -2.8% | +7.3% | -10.2% | -5.7% |
| 6M | +38.1% | +13.8% | +24.2% | +30.8% |
| YTD | +19.9% | +25.9% | -6.0% | +8.3% |
| 1Y | +23.4% | +25.8% | -2.4% | +11.6% |
| 3Y | -12.6% | +53.7% | -66.4% | -29.3% |
| 5Y | -26.6% | -1.8% | -24.9% | -29.2% |
| All | +46.6% | +216.3% | -169.7% | -5.6% |
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