-41.3%
GLW vs EXR
+14.7%
-56.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.2% |
| 7D | -13.9% | +5.2% | -19.1% | -10.5% |
| 30D | -35.0% | +20.9% | -55.9% | -24.9% |
| 3M | -32.4% | +7.7% | -40.1% | -29.6% |
| 6M | -41.3% | +13.2% | -54.5% | -39.6% |
| All | -41.3% | +14.7% | -56.1% | -39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling