+478.5%
GS vs EXR
+215.3%
+263.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.5% |
| 7D | +0.8% | +2.7% | -1.8% | +0.1% |
| 30D | +1.2% | +18.9% | -17.7% | -3.8% |
| 3M | -12.4% | +8.4% | -20.8% | -14.5% |
| 6M | -2.3% | +14.3% | -16.6% | -6.5% |
| YTD | +4.6% | +27.2% | -22.6% | -3.2% |
| 1Y | +17.5% | +25.9% | -8.4% | +9.0% |
| 3Y | +202.0% | +54.6% | +147.4% | +158.5% |
| 5Y | +152.4% | -0.6% | +153.0% | +141.5% |
| 10Y | +478.5% | +208.5% | +270.0% | +347.0% |
| All | +478.5% | +215.3% | +263.3% | +347.0% |
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 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