+12.6%
GTLB vs EXR
+28.1%
-15.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | +0.9% |
| 7D | -9.7% | +11.3% | -20.9% | -6.9% |
| 30D | +1.7% | +21.2% | -19.5% | +7.0% |
| 3M | +43.6% | +8.7% | +34.8% | +45.2% |
| 6M | +113.0% | +18.2% | +94.8% | +123.5% |
| YTD | +39.5% | +27.9% | +11.6% | +43.1% |
| 1Y | +12.6% | +28.3% | -15.7% | +14.5% |
| All | +12.6% | +28.1% | -15.4% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling