-44.3%
GWRE vs EXR
-0.7%
-43.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -13.2% | -1.2% | -12.1% | -13.0% |
| 30D | -18.6% | -6.2% | -12.4% | -17.8% |
| 3M | +18.9% | -7.4% | +26.3% | +19.8% |
| 6M | -11.0% | -0.5% | -10.4% | -9.3% |
| YTD | -29.9% | +8.1% | -38.0% | -31.5% |
| 1Y | -44.3% | -2.9% | -41.5% | -43.9% |
| All | -44.3% | -0.7% | -43.7% | -43.9% |
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