+437.1%
GS vs EXR
+215.7%
+221.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +5.1% | -1.2% | +6.3% | +5.5% |
| 30D | +2.4% | +18.3% | -15.9% | -2.5% |
| 3M | -11.5% | +9.1% | -20.5% | -13.8% |
| 6M | -2.5% | +11.7% | -14.3% | -6.0% |
| YTD | +5.5% | +25.7% | -20.2% | -2.1% |
| 1Y | +11.0% | +24.9% | -13.9% | +3.2% |
| 3Y | +200.1% | +51.4% | +148.6% | +158.1% |
| 5Y | +154.7% | -1.9% | +156.6% | +144.6% |
| All | +437.1% | +215.7% | +221.4% | +310.9% |
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 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