+166.2%
GRMN vs BURL
+95.8%
+70.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.2% |
| 7D | +6.4% | +7.7% | -1.3% | +4.6% |
| 30D | +8.7% | -7.1% | +15.9% | +10.4% |
| 3M | -5.8% | -30.3% | +24.5% | +1.8% |
| 6M | +22.5% | -15.5% | +38.1% | +26.1% |
| YTD | +45.6% | -11.0% | +56.6% | +47.7% |
| 1Y | +47.5% | -8.4% | +55.9% | +48.0% |
| 3Y | +166.2% | +96.7% | +69.6% | +153.7% |
| All | +166.2% | +95.8% | +70.4% | +153.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling