+448.8%
GS vs EXR
+216.9%
+231.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +1.6% | +1.7% | -0.2% | +1.1% |
| 30D | +1.7% | +18.0% | -16.4% | -3.2% |
| 3M | -11.6% | +9.7% | -21.2% | -14.0% |
| 6M | -1.9% | +13.4% | -15.3% | -5.9% |
| YTD | +5.1% | +26.3% | -21.2% | -2.6% |
| 1Y | +16.4% | +27.6% | -11.1% | +7.5% |
| 3Y | +199.0% | +52.2% | +146.8% | +156.7% |
| 5Y | +157.4% | -1.1% | +158.5% | +146.6% |
| All | +448.8% | +216.9% | +231.9% | +316.5% |
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