+141.0%
GS vs EXR
-1.5%
+142.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.2% |
| 7D | -6.3% | +6.8% | -13.2% | -8.0% |
| 30D | -3.1% | +19.6% | -22.7% | -7.9% |
| 3M | -17.7% | +8.0% | -25.6% | -19.5% |
| 6M | -4.6% | +17.2% | -21.7% | -9.2% |
| YTD | +0.3% | +27.2% | -26.9% | -7.2% |
| 1Y | +11.7% | +26.1% | -14.3% | +3.6% |
| 3Y | +183.6% | +70.7% | +112.9% | +134.3% |
| 5Y | +141.0% | +1.0% | +140.0% | +122.8% |
| All | +141.0% | -1.5% | +142.5% | +122.8% |
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 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