+718.3%
GWRE vs EXR
+808.1%
-89.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -30.9% | -3.2% | -27.7% | -30.2% |
| 30D | -20.7% | -6.9% | -13.8% | -18.9% |
| 3M | +20.2% | -7.8% | +28.0% | +23.6% |
| 6M | -11.9% | -4.9% | -7.0% | -10.6% |
| YTD | -30.3% | +7.2% | -37.5% | -32.2% |
| 1Y | -44.6% | -1.5% | -43.1% | -44.8% |
| 3Y | +48.8% | +22.3% | +26.5% | +35.4% |
| 5Y | +14.8% | -10.9% | +25.7% | +14.3% |
| 10Y | +128.1% | +149.5% | -21.4% | +58.6% |
| All | +718.3% | +808.1% | -89.8% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling