+788.5%
GRMN vs BURL
+987.9%
-199.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | -0.3% |
| 7D | +2.3% | +3.5% | -1.2% | +1.6% |
| 30D | +2.6% | -9.3% | +11.9% | +4.6% |
| 3M | -5.0% | -32.1% | +27.1% | +2.6% |
| 6M | +23.1% | -19.8% | +42.9% | +27.9% |
| YTD | +42.9% | -13.2% | +56.1% | +45.7% |
| 1Y | +41.7% | -7.8% | +49.5% | +42.0% |
| 3Y | +160.7% | +89.3% | +71.4% | +121.4% |
| 5Y | +124.2% | -15.8% | +140.0% | +115.5% |
| 10Y | +684.8% | +262.2% | +422.6% | +469.0% |
| All | +788.5% | +987.9% | -199.5% | +496.0% |
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 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