+767.2%
GLW vs BURL
+215.5%
+551.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +5.0% |
| 7D | +3.8% | -2.8% | +6.6% | +4.6% |
| 30D | -1.3% | -28.2% | +26.8% | +7.6% |
| 3M | -21.8% | -17.6% | -4.2% | -18.4% |
| 6M | +6.9% | -11.8% | +18.7% | +9.1% |
| YTD | +77.2% | -8.1% | +85.3% | +78.6% |
| 1Y | +123.2% | -12.0% | +135.2% | +125.9% |
| 3Y | +400.0% | +63.3% | +336.7% | +307.8% |
| 5Y | +342.8% | -10.8% | +353.6% | +314.7% |
| All | +767.2% | +215.5% | +551.7% | +487.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling