+186.8%
GS vs EXR
+70.9%
+115.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.2% |
| 7D | -6.3% | +6.8% | -13.2% | -7.9% |
| 30D | -3.1% | +19.6% | -22.7% | -7.4% |
| 3M | -17.7% | +8.0% | -25.6% | -19.3% |
| 6M | -4.6% | +17.2% | -21.7% | -8.8% |
| YTD | +0.3% | +27.2% | -26.9% | -6.7% |
| 1Y | +11.7% | +26.1% | -14.3% | +4.1% |
| All | +186.8% | +70.9% | +115.9% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling