+658.0%
GRMN vs BURL
+254.9%
+403.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.6% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | +10.2% | -4.4% | +14.6% | +11.2% |
| 3M | -4.7% | -28.6% | +23.9% | +2.3% |
| 6M | +22.3% | -12.3% | +34.6% | +24.9% |
| YTD | +46.7% | -11.3% | +57.9% | +48.9% |
| 1Y | +49.6% | -10.4% | +60.1% | +51.0% |
| 3Y | +165.3% | +96.1% | +69.2% | +120.5% |
| 5Y | +130.3% | -5.0% | +135.3% | +115.8% |
| 10Y | +658.0% | +251.8% | +406.2% | +453.8% |
| All | +658.0% | +254.9% | +403.1% | +453.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling