+76.7%
GRMN vs BURL
-11.0%
+87.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.6% |
| 7D | -2.9% | -2.8% | -0.1% | -2.3% |
| 30D | -8.4% | -28.2% | +19.7% | -1.6% |
| 3M | +15.0% | -17.6% | +32.6% | +19.8% |
| 6M | +11.2% | -11.8% | +23.0% | +13.5% |
| YTD | +37.7% | -8.1% | +45.8% | +39.2% |
| 1Y | +18.5% | -12.0% | +30.4% | +20.1% |
| 3Y | +175.8% | +63.3% | +112.5% | +141.3% |
| All | +76.7% | -11.0% | +87.7% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling