+205.7%
GLW vs BURL
-15.9%
+221.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.9% | -10.0% | -12.3% |
| 7D | -19.7% | +3.5% | -23.2% | -20.3% |
| 30D | -38.8% | -9.3% | -29.5% | -37.6% |
| 3M | -33.9% | -32.1% | -1.8% | -28.7% |
| 6M | -36.0% | -19.8% | -16.2% | -33.9% |
| YTD | +18.7% | -13.2% | +31.9% | +20.6% |
| 1Y | +19.8% | -7.8% | +27.6% | +19.5% |
| 3Y | +294.3% | +89.3% | +205.0% | +231.9% |
| 5Y | +205.7% | -15.8% | +221.5% | +187.2% |
| All | +205.7% | -15.9% | +221.6% | +187.2% |
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