+644.1%
GRMN vs EXR
+144.7%
+499.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -0.5% |
| 7D | -1.4% | -3.1% | +1.7% | -0.4% |
| 30D | -13.1% | -7.5% | -5.6% | -10.9% |
| 3M | +14.9% | -7.5% | +22.4% | +17.7% |
| 6M | +13.1% | -5.2% | +18.3% | +14.9% |
| YTD | +35.3% | +6.5% | +28.8% | +32.5% |
| 1Y | +16.0% | -2.0% | +18.0% | +16.5% |
| 3Y | +179.6% | +21.5% | +158.1% | +159.1% |
| 5Y | +75.0% | -11.5% | +86.5% | +75.8% |
| 10Y | +644.1% | +148.0% | +496.1% | +490.7% |
| All | +644.1% | +144.7% | +499.4% | +490.7% |
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