-23.4%
GWRE vs EXR
+28.1%
-51.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.1% | +2.9% | +5.3% |
| 7D | +2.2% | +11.3% | -9.0% | 0.0% |
| 30D | +4.5% | +21.2% | -16.6% | +0.4% |
| 3M | +6.4% | +8.7% | -2.3% | +3.2% |
| 6M | +18.8% | +18.2% | +0.6% | +17.3% |
| YTD | -15.1% | +27.9% | -43.1% | -20.5% |
| 1Y | -23.4% | +28.3% | -51.7% | -28.8% |
| All | -23.4% | +28.1% | -51.5% | -28.8% |
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