+362.7%
GLW vs EXR
+54.2%
+308.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.3% | +7.4% |
| 7D | +1.4% | -1.1% | +2.6% | +1.7% |
| 30D | -18.2% | +18.8% | -37.0% | -21.0% |
| 3M | -24.2% | +9.9% | -34.1% | -25.6% |
| 6M | -41.7% | +12.6% | -54.3% | -43.6% |
| YTD | +38.3% | +26.5% | +11.8% | +30.3% |
| 1Y | +38.2% | +24.5% | +13.7% | +30.5% |
| All | +362.7% | +54.2% | +308.5% | +299.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling