-47.0%
GPN vs EXR
-13.9%
-33.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.1% | -1.7% |
| 7D | -6.2% | -3.1% | -3.2% | -5.1% |
| 30D | +1.0% | -7.5% | +8.6% | +4.2% |
| 3M | +36.9% | -7.5% | +44.4% | +41.3% |
| 6M | +16.8% | -5.2% | +22.0% | +19.1% |
| YTD | +13.2% | +6.5% | +6.7% | +9.9% |
| 1Y | +1.4% | -2.0% | +3.5% | +1.7% |
| 3Y | -28.6% | +21.5% | -50.2% | -36.0% |
| 5Y | -47.0% | -11.5% | -35.5% | -44.9% |
| All | -47.0% | -13.9% | -33.1% | -44.9% |
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