-55.4%
GTLB vs EXR
-9.1%
-46.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.3% |
| 7D | -6.6% | -3.1% | -3.5% | -4.9% |
| 30D | +13.7% | -7.5% | +21.3% | +19.1% |
| 3M | +52.9% | -7.5% | +60.4% | +59.3% |
| 6M | +88.5% | -5.2% | +93.7% | +91.3% |
| YTD | +23.4% | +6.5% | +16.9% | +14.1% |
| 1Y | -3.8% | -2.0% | -1.8% | -6.2% |
| 3Y | -11.5% | +21.5% | -33.0% | -31.5% |
| All | -55.4% | -9.1% | -46.3% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling