+47.5%
GRMN vs BURL
-15.0%
+62.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.4% |
| 7D | -0.9% | -1.6% | +0.7% | -0.5% |
| 30D | +1.2% | -7.7% | +8.9% | +2.5% |
| 3M | -8.9% | -31.7% | +22.7% | -2.7% |
| 6M | +23.0% | -15.2% | +38.2% | +25.9% |
| YTD | +41.2% | -15.9% | +57.1% | +46.1% |
| 1Y | +47.5% | -14.2% | +61.7% | +52.5% |
| All | +47.5% | -15.0% | +62.5% | +52.5% |
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