-54.5%
GTLB vs EXR
+7.3%
-61.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | -3.5% | -1.2% | -2.3% | -2.8% |
| 30D | -9.0% | +18.3% | -27.3% | -17.8% |
| 3M | +15.9% | +9.1% | +6.8% | +9.8% |
| 6M | +104.9% | +11.7% | +93.1% | +89.6% |
| YTD | +26.0% | +25.7% | +0.3% | +5.5% |
| 1Y | +1.8% | +24.9% | -23.1% | -14.5% |
| 3Y | +6.0% | +51.4% | -45.5% | -29.1% |
| 5Y | -62.2% | -1.9% | -60.2% | -63.2% |
| All | -54.5% | +7.3% | -61.8% | -57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling