+116.8%
GRMN vs EXR
-1.8%
+118.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -0.9% | -0.4% | -0.5% | -0.7% |
| 30D | +1.2% | +18.2% | -17.0% | -4.7% |
| 3M | -8.9% | +7.3% | -16.3% | -11.3% |
| 6M | +23.0% | +13.8% | +9.2% | +17.2% |
| YTD | +41.2% | +25.9% | +15.3% | +29.7% |
| 1Y | +47.5% | +25.8% | +21.7% | +35.4% |
| 3Y | +155.8% | +53.7% | +102.0% | +114.8% |
| All | +116.8% | -1.8% | +118.6% | +107.9% |
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