+1,027.0%
GLW vs BURL
+1,021.0%
+6.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.7% | -13.5% | -7.8% |
| 7D | -9.5% | +10.4% | -19.9% | -11.9% |
| 30D | -25.5% | -4.9% | -20.5% | -24.7% |
| 3M | -25.6% | -29.8% | +4.2% | -19.3% |
| 6M | -25.5% | -16.5% | -9.0% | -23.3% |
| YTD | +36.4% | -10.5% | +46.9% | +37.8% |
| 1Y | +40.6% | -5.3% | +45.9% | +39.3% |
| 3Y | +352.8% | +95.1% | +257.7% | +260.3% |
| 5Y | +267.1% | -12.1% | +279.1% | +244.0% |
| 10Y | +581.8% | +273.2% | +308.6% | +369.5% |
| All | +1,027.0% | +1,021.0% | +6.1% | +634.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling