+669.9%
GWW vs BURL
+232.1%
+437.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.2% |
| 7D | +3.6% | -1.6% | +5.1% | +3.8% |
| 30D | +12.1% | -7.7% | +19.9% | +13.9% |
| 3M | +12.9% | -31.7% | +44.6% | +21.4% |
| 6M | +19.3% | -15.2% | +34.5% | +22.2% |
| YTD | +48.7% | -15.9% | +64.6% | +52.2% |
| 1Y | +60.5% | -14.2% | +74.7% | +63.0% |
| 3Y | +93.3% | +93.5% | -0.2% | +60.2% |
| 5Y | +219.0% | -9.9% | +228.9% | +202.4% |
| All | +669.9% | +232.1% | +437.8% | +461.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling