+669.9%
GWW vs EXR
+216.3%
+453.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +3.6% | -0.4% | +4.0% | +3.7% |
| 30D | +12.1% | +18.2% | -6.1% | +6.0% |
| 3M | +12.9% | +7.3% | +5.6% | +10.2% |
| 6M | +19.3% | +13.8% | +5.5% | +13.8% |
| YTD | +48.7% | +25.9% | +22.8% | +36.8% |
| 1Y | +60.5% | +25.8% | +34.7% | +47.7% |
| 3Y | +93.3% | +53.7% | +39.6% | +60.4% |
| 5Y | +219.0% | -1.8% | +220.7% | +207.4% |
| All | +669.9% | +216.3% | +453.6% | +450.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling