+342.1%
GLW vs BURL
-11.0%
+353.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +5.1% |
| 7D | +3.8% | -2.8% | +6.6% | +4.4% |
| 30D | -1.3% | -28.2% | +26.8% | +5.5% |
| 3M | -21.8% | -17.6% | -4.2% | -19.3% |
| 6M | +6.9% | -11.8% | +18.7% | +8.5% |
| YTD | +77.2% | -8.1% | +85.3% | +78.2% |
| 1Y | +123.2% | -12.0% | +135.2% | +125.2% |
| 3Y | +400.0% | +63.3% | +336.7% | +333.0% |
| All | +342.1% | -11.0% | +353.1% | +316.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling