+5.6%
GTLB vs EXR
+53.5%
-48.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -10.2% | +18.2% | -28.4% | -14.7% |
| 3M | +10.1% | +7.3% | +2.8% | +7.6% |
| 6M | +116.5% | +13.8% | +102.6% | +106.8% |
| YTD | +27.2% | +25.9% | +1.2% | +14.6% |
| 1Y | +8.6% | +25.8% | -17.3% | -2.2% |
| 3Y | +5.6% | +53.7% | -48.1% | -22.7% |
| All | +5.6% | +53.5% | -48.0% | -22.7% |
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