+57.1%
GWW vs BURL
-4.6%
+61.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.7% | -1.2% | +5.3% |
| 7D | +11.1% | +10.4% | +0.7% | +9.4% |
| 30D | +15.7% | -4.9% | +20.7% | +16.2% |
| 3M | +14.8% | -29.8% | +44.5% | +19.6% |
| 6M | +30.9% | -16.5% | +47.4% | +32.8% |
| YTD | +48.5% | -10.5% | +59.0% | +49.7% |
| 1Y | +57.1% | -5.3% | +62.4% | +57.3% |
| All | +57.1% | -4.6% | +61.7% | +57.3% |
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 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