+658.0%
GRMN vs EXR
+217.4%
+440.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | +1.7% | -1.1% | +2.8% | +2.0% |
| 30D | +10.2% | +18.8% | -8.6% | +4.4% |
| 3M | -4.7% | +9.9% | -14.6% | -7.6% |
| 6M | +22.3% | +12.6% | +9.7% | +17.6% |
| YTD | +46.7% | +26.5% | +20.2% | +35.9% |
| 1Y | +49.6% | +24.5% | +25.2% | +39.3% |
| 3Y | +165.3% | +52.4% | +112.9% | +129.3% |
| 5Y | +130.3% | -1.5% | +131.9% | +122.8% |
| 10Y | +658.0% | +216.0% | +442.0% | +475.3% |
| All | +658.0% | +217.4% | +440.6% | +475.3% |
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