-25.1%
GWRE vs EXR
+1.1%
-26.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | -1.2% | -18.7% | -19.6% |
| 7D | -21.1% | -2.6% | -18.5% | -20.6% |
| 30D | +1.3% | -7.2% | +8.5% | +3.0% |
| 3M | +7.4% | -3.5% | +10.9% | +9.1% |
| 6M | +5.6% | -5.3% | +10.9% | +8.3% |
| YTD | -19.2% | +9.4% | -28.5% | -23.8% |
| 1Y | -25.1% | +1.3% | -26.5% | -25.6% |
| All | -25.1% | +1.1% | -26.2% | -25.6% |
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 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