-9.9%
GTLB vs EXR
+23.6%
-33.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +4.6% | -0.7% | +5.3% | +4.8% |
| 30D | +21.0% | -6.9% | +27.9% | +23.7% |
| 3M | +51.7% | -3.0% | +54.7% | +52.8% |
| 6M | +89.3% | -2.9% | +92.2% | +89.5% |
| YTD | +25.6% | +9.3% | +16.4% | +18.1% |
| 1Y | -1.5% | -0.9% | -0.6% | -3.1% |
| 3Y | -9.9% | +24.7% | -34.6% | -19.8% |
| All | -9.9% | +23.6% | -33.5% | -19.8% |
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 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