+3,528.3%
GWW vs EXR
+2,662.2%
+866.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | +1.4% | -2.6% | +4.0% | +2.3% |
| 30D | +3.3% | -7.2% | +10.5% | +5.8% |
| 3M | +2.9% | -3.5% | +6.4% | +3.9% |
| 6M | +15.8% | -5.3% | +21.1% | +17.5% |
| YTD | +32.0% | +9.4% | +22.7% | +27.6% |
| 1Y | +29.9% | +1.3% | +28.6% | +28.5% |
| 3Y | +91.1% | +22.4% | +68.7% | +73.0% |
| 5Y | +223.9% | -12.2% | +236.2% | +223.3% |
| 10Y | +567.0% | +148.6% | +418.5% | +357.8% |
| All | +3,528.3% | +2,662.2% | +866.0% | +924.4% |
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 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