+42.3%
GRMN vs BURL
-7.8%
+50.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +4.7% | +4.1% | +0.7% | +4.0% |
| 30D | +3.4% | -9.5% | +12.9% | +4.9% |
| 3M | -5.0% | -33.5% | +28.5% | +1.6% |
| 6M | +18.6% | -22.1% | +40.7% | +23.0% |
| YTD | +42.5% | -14.6% | +57.1% | +46.9% |
| 1Y | +42.3% | -8.4% | +50.7% | +46.0% |
| All | +42.3% | -7.8% | +50.1% | +46.0% |
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