+68.1%
GSK vs EXR
+53.9%
+14.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +4.9% | +2.7% | +2.2% | +4.1% |
| 30D | +10.8% | +18.9% | -8.1% | +5.0% |
| 3M | -1.8% | +8.4% | -10.2% | -4.3% |
| 6M | +4.1% | +14.3% | -10.2% | -0.1% |
| YTD | +7.9% | +27.2% | -19.4% | +0.2% |
| 1Y | +14.4% | +25.9% | -11.5% | +6.6% |
| 3Y | +68.1% | +54.6% | +13.5% | +60.7% |
| All | +68.1% | +53.9% | +14.2% | +60.7% |
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