+46.5%
GRMN vs BURL
-13.7%
+60.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +3.5% | -4.3% | +7.9% | +4.1% |
| 3M | -7.3% | -28.8% | +21.5% | -1.7% |
| 6M | +21.8% | -12.8% | +34.6% | +23.9% |
| YTD | +42.8% | -12.8% | +55.6% | +46.6% |
| 1Y | +46.5% | -12.3% | +58.7% | +50.5% |
| All | +46.5% | -13.7% | +60.1% | +50.5% |
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