+769.5%
GLW vs EXR
+148.5%
+621.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.1% |
| 7D | +3.8% | -2.6% | +6.3% | +4.6% |
| 30D | -1.3% | -7.2% | +5.8% | +1.0% |
| 3M | -21.8% | -3.5% | -18.3% | -21.6% |
| 6M | +6.9% | -5.3% | +12.2% | +8.1% |
| YTD | +77.2% | +9.4% | +67.8% | +70.4% |
| 1Y | +123.2% | +1.3% | +121.9% | +119.6% |
| 3Y | +400.0% | +22.4% | +377.6% | +347.2% |
| 5Y | +342.8% | -12.2% | +355.0% | +337.1% |
| All | +769.5% | +148.5% | +621.0% | +497.5% |
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