+821.5%
GPN vs EXR
+2,662.2%
-1,840.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.3% |
| 7D | +0.8% | -2.6% | +3.3% | +1.7% |
| 30D | +5.8% | -7.2% | +13.0% | +8.5% |
| 3M | +37.0% | -3.5% | +40.5% | +38.8% |
| 6M | +20.1% | -5.3% | +25.4% | +22.3% |
| YTD | +20.4% | +9.4% | +11.1% | +16.3% |
| 1Y | +7.4% | +1.3% | +6.1% | +6.5% |
| 3Y | -26.1% | +22.4% | -48.5% | -32.6% |
| 5Y | -38.5% | -12.2% | -26.3% | -38.1% |
| 10Y | +28.4% | +148.6% | -120.2% | -10.1% |
| All | +821.5% | +2,662.2% | -1,840.8% | +194.5% |
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 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