+16.1%
GWRE vs EXR
-10.8%
+27.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -13.2% | -1.2% | -12.1% | -12.9% |
| 30D | -18.6% | -6.2% | -12.4% | -16.7% |
| 3M | +18.9% | -7.4% | +26.3% | +22.4% |
| 6M | -11.0% | -0.5% | -10.4% | -10.8% |
| YTD | -29.9% | +8.1% | -38.0% | -32.3% |
| 1Y | -44.3% | -2.9% | -41.5% | -44.2% |
| 3Y | +51.7% | +22.9% | +28.7% | +33.8% |
| All | +16.1% | -10.8% | +27.0% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling