+597.9%
GRMN vs BURL
+232.1%
+365.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.3% |
| 7D | -0.9% | -1.6% | +0.7% | -0.5% |
| 30D | +1.2% | -7.7% | +8.9% | +3.0% |
| 3M | -8.9% | -31.7% | +22.7% | -1.3% |
| 6M | +23.0% | -15.2% | +38.2% | +26.5% |
| YTD | +41.2% | -15.9% | +57.1% | +45.2% |
| 1Y | +47.5% | -14.2% | +61.7% | +50.3% |
| 3Y | +155.8% | +93.5% | +62.2% | +113.4% |
| 5Y | +120.2% | -9.9% | +130.1% | +108.7% |
| All | +597.9% | +232.1% | +365.8% | +426.6% |
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