+785.9%
GRMN vs BURL
+970.5%
-184.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +4.7% | +4.1% | +0.7% | +3.9% |
| 30D | +3.4% | -9.5% | +12.9% | +5.5% |
| 3M | -5.0% | -33.5% | +28.5% | +3.0% |
| 6M | +18.6% | -22.1% | +40.7% | +24.0% |
| YTD | +42.5% | -14.6% | +57.1% | +45.8% |
| 1Y | +42.3% | -8.4% | +50.7% | +42.8% |
| 3Y | +158.5% | +86.6% | +71.9% | +120.2% |
| 5Y | +123.6% | -17.2% | +140.7% | +115.6% |
| 10Y | +682.5% | +256.4% | +426.1% | +469.3% |
| All | +785.9% | +970.5% | -184.7% | +496.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling