+40.6%
GLW vs BURL
-4.6%
+45.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.7% | -13.5% | -6.8% |
| 7D | -9.5% | +10.4% | -19.9% | -10.7% |
| 30D | -25.5% | -4.9% | -20.5% | -24.7% |
| 3M | -25.6% | -29.8% | +4.2% | -22.5% |
| 6M | -25.5% | -16.5% | -9.0% | -25.7% |
| YTD | +36.4% | -10.5% | +46.9% | +36.8% |
| 1Y | +40.6% | -5.3% | +45.9% | +40.1% |
| All | +40.6% | -4.6% | +45.2% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling