+12.1%
GS vs EXR
+26.1%
-14.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -3.2% | +5.2% | -8.4% | -3.8% |
| 30D | -2.4% | +20.9% | -23.3% | -4.7% |
| 3M | -15.7% | +7.7% | -23.4% | -16.8% |
| 6M | -6.8% | +13.2% | -20.0% | -9.2% |
| YTD | -0.1% | +26.5% | -26.5% | -4.5% |
| 1Y | +12.1% | +27.2% | -15.1% | +6.8% |
| All | +12.1% | +26.1% | -14.0% | +6.8% |
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