+41.4%
GS vs EXR
+1.1%
+40.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +0.9% | -2.6% | +3.5% | +1.1% |
| 30D | -1.6% | -7.2% | +5.6% | -1.1% |
| 3M | -4.5% | -3.5% | -1.0% | -4.6% |
| 6M | +20.9% | -5.3% | +26.2% | +19.3% |
| YTD | +19.9% | +9.4% | +10.5% | +17.7% |
| 1Y | +41.4% | +1.3% | +40.1% | +37.0% |
| All | +41.4% | +1.1% | +40.3% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling