+817.7%
GPN vs EXR
+3,081.1%
-2,263.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 3M | -2.8% | +7.3% | -10.2% | -5.2% |
| 6M | +38.1% | +13.8% | +24.2% | +32.0% |
| YTD | +19.9% | +25.9% | -6.0% | +10.3% |
| 1Y | +23.4% | +25.8% | -2.4% | +13.6% |
| 3Y | -12.6% | +53.7% | -66.4% | -26.1% |
| 5Y | -26.6% | -1.8% | -24.9% | -28.8% |
| 10Y | +40.4% | +214.5% | -174.1% | -8.8% |
| All | +817.7% | +3,081.1% | -2,263.4% | +179.4% |
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