+307.7%
GLW vs BURL
+86.7%
+220.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | -13.9% | +4.1% | -18.0% | -14.6% |
| 30D | -35.0% | -9.5% | -25.5% | -33.7% |
| 3M | -32.4% | -33.5% | +1.2% | -27.1% |
| 6M | -41.3% | -22.1% | -19.3% | -39.3% |
| YTD | +21.8% | -14.6% | +36.4% | +23.7% |
| 1Y | +21.8% | -8.4% | +30.2% | +21.3% |
| 3Y | +307.7% | +86.6% | +221.1% | +280.1% |
| All | +307.7% | +86.7% | +220.9% | +280.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling