+254.6%
GLW vs BURL
-9.5%
+264.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +7.2% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | -18.2% | -4.4% | -13.8% | -17.5% |
| 3M | -24.2% | -28.6% | +4.4% | -19.0% |
| 6M | -41.7% | -12.3% | -29.4% | -40.9% |
| YTD | +38.3% | -11.3% | +49.6% | +39.9% |
| 1Y | +38.2% | -10.4% | +48.6% | +38.9% |
| 3Y | +363.4% | +96.1% | +267.3% | +285.9% |
| 5Y | +254.6% | -5.0% | +259.6% | +230.7% |
| All | +254.6% | -9.5% | +264.1% | +230.7% |
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