-52.0%
GTLB vs EXR
-6.6%
-45.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.8% |
| 7D | +11.1% | -2.6% | +13.6% | +12.7% |
| 30D | +37.8% | -7.2% | +45.0% | +43.8% |
| 3M | +61.6% | -3.5% | +65.1% | +64.1% |
| 6M | +98.9% | -5.3% | +104.2% | +102.3% |
| YTD | +32.8% | +9.4% | +23.4% | +20.9% |
| 1Y | +14.7% | +1.3% | +13.3% | +9.6% |
| 3Y | +1.3% | +22.4% | -21.1% | -21.5% |
| All | -52.0% | -6.6% | -45.4% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling