+185.7%
GS vs EXR
-11.8%
+197.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +0.9% | -2.6% | +3.5% | +1.7% |
| 30D | -1.6% | -7.2% | +5.6% | +0.5% |
| 3M | -4.5% | -3.5% | -1.0% | -3.9% |
| 6M | +20.9% | -5.3% | +26.2% | +22.1% |
| YTD | +19.9% | +9.4% | +10.5% | +15.9% |
| 1Y | +41.4% | +1.3% | +40.1% | +39.4% |
| 3Y | +239.2% | +22.4% | +216.7% | +209.6% |
| All | +185.7% | -11.8% | +197.6% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling