+307.7%
GLW vs EXR
+69.9%
+237.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | -13.9% | +5.2% | -19.1% | -14.7% |
| 30D | -35.0% | +20.9% | -55.9% | -37.2% |
| 3M | -32.4% | +7.7% | -40.1% | -33.3% |
| 6M | -41.3% | +13.2% | -54.5% | -43.2% |
| YTD | +21.8% | +26.5% | -4.6% | +15.3% |
| 1Y | +21.8% | +27.2% | -5.4% | +15.1% |
| 3Y | +307.7% | +71.5% | +236.1% | +264.1% |
| All | +307.7% | +69.9% | +237.8% | +264.1% |
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