+81.9%
GSK vs EXR
+144.7%
-62.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.8% |
| 7D | -3.6% | -3.1% | -0.5% | -2.9% |
| 30D | -5.9% | -7.5% | +1.6% | -4.2% |
| 3M | -4.3% | -7.5% | +3.3% | -2.5% |
| 6M | -10.8% | -5.2% | -5.6% | -9.7% |
| YTD | +1.8% | +6.5% | -4.7% | +0.2% |
| 1Y | +23.5% | -2.0% | +25.5% | +23.7% |
| 3Y | +49.5% | +21.5% | +28.0% | +41.9% |
| 5Y | +49.7% | -11.5% | +61.2% | +49.2% |
| 10Y | +81.9% | +148.0% | -66.1% | +45.3% |
| All | +81.9% | +144.7% | -62.8% | +45.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling