+562.0%
GLW vs EXR
+217.4%
+344.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.3% | +7.4% |
| 7D | +1.4% | -1.1% | +2.6% | +1.8% |
| 30D | -18.2% | +18.8% | -37.0% | -22.9% |
| 3M | -24.2% | +9.9% | -34.1% | -26.8% |
| 6M | -41.7% | +12.6% | -54.3% | -44.6% |
| YTD | +38.3% | +26.5% | +11.8% | +26.4% |
| 1Y | +38.2% | +24.5% | +13.7% | +26.9% |
| 3Y | +363.4% | +52.4% | +311.0% | +283.2% |
| 5Y | +254.6% | -1.5% | +256.1% | +237.5% |
| 10Y | +562.0% | +216.0% | +346.0% | +325.0% |
| All | +562.0% | +217.4% | +344.5% | +325.0% |
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