+139.3%
GS vs EXR
-0.3%
+139.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -3.2% | +5.2% | -8.4% | -4.6% |
| 30D | -2.4% | +20.9% | -23.3% | -7.5% |
| 3M | -15.7% | +7.7% | -23.4% | -17.6% |
| 6M | -6.8% | +13.2% | -20.0% | -10.4% |
| YTD | -0.1% | +26.5% | -26.5% | -7.3% |
| 1Y | +12.1% | +27.2% | -15.1% | +3.7% |
| 3Y | +185.8% | +71.5% | +114.2% | +135.7% |
| All | +139.3% | -0.3% | +139.7% | +122.1% |
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 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