+43.1%
GRMN vs BURL
-4.6%
+47.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.7% | -1.2% | +5.0% |
| 7D | +6.1% | +10.4% | -4.3% | +4.2% |
| 30D | +1.3% | -4.9% | +6.2% | +1.8% |
| 3M | -5.6% | -29.8% | +24.2% | 0.0% |
| 6M | +22.2% | -16.5% | +38.6% | +25.1% |
| YTD | +44.3% | -10.5% | +54.8% | +47.4% |
| 1Y | +43.1% | -5.3% | +48.4% | +45.3% |
| All | +43.1% | -4.6% | +47.6% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling