+32.1%
GLW vs EXR
+27.0%
+5.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.6% | +8.6% | +9.2% |
| 7D | -5.9% | +2.7% | -8.6% | -5.9% |
| 30D | -26.0% | +18.9% | -44.9% | -27.0% |
| 3M | -29.9% | +8.4% | -38.2% | -30.0% |
| 6M | -37.8% | +14.3% | -52.1% | -40.2% |
| YTD | +33.1% | +27.2% | +5.9% | +26.2% |
| All | +32.1% | +27.0% | +5.1% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling