+3,941.8%
GWW vs EXR
+3,090.1%
+851.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 3M | +13.7% | +9.7% | +4.1% | +10.2% |
| 6M | +20.1% | +13.4% | +6.6% | +14.8% |
| YTD | +47.1% | +26.3% | +20.8% | +35.5% |
| 1Y | +56.2% | +27.6% | +28.7% | +43.4% |
| 3Y | +90.5% | +52.2% | +38.3% | +60.9% |
| 5Y | +221.2% | -1.1% | +222.3% | +208.3% |
| 10Y | +648.4% | +216.8% | +431.6% | +375.3% |
| All | +3,941.8% | +3,090.1% | +851.7% | +987.6% |
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