+221.2%
GWW vs EXR
-1.3%
+222.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +5.5% | +1.7% | +3.8% | +5.0% |
| 30D | +14.4% | +18.0% | -3.7% | +8.4% |
| 3M | +13.7% | +9.7% | +4.1% | +10.3% |
| 6M | +20.1% | +13.4% | +6.6% | +14.9% |
| YTD | +47.1% | +26.3% | +20.8% | +35.5% |
| 1Y | +56.2% | +27.6% | +28.7% | +43.5% |
| 3Y | +90.5% | +52.2% | +38.3% | +57.7% |
| 5Y | +221.2% | -1.1% | +222.3% | +217.4% |
| All | +221.2% | -1.3% | +222.5% | +217.4% |
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