+60.5%
GWW vs BURL
-15.0%
+75.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.3% |
| 7D | +3.6% | -1.6% | +5.1% | +3.8% |
| 30D | +12.1% | -7.7% | +19.9% | +13.2% |
| 3M | +12.9% | -31.7% | +44.6% | +18.4% |
| 6M | +19.3% | -15.2% | +34.5% | +20.7% |
| YTD | +48.7% | -15.9% | +64.6% | +51.5% |
| 1Y | +60.5% | -14.2% | +74.7% | +63.0% |
| All | +60.5% | -15.0% | +75.6% | +63.0% |
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 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