+90.2%
GWW vs BURL
+95.8%
-5.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.6% | 0.0% |
| 7D | +5.3% | +7.7% | -2.4% | +4.1% |
| 30D | +12.4% | -7.1% | +19.6% | +13.5% |
| 3M | +13.7% | -30.3% | +44.0% | +19.3% |
| 6M | +18.0% | -15.5% | +33.6% | +20.0% |
| YTD | +44.6% | -11.0% | +55.5% | +45.7% |
| 1Y | +53.1% | -8.4% | +61.5% | +53.4% |
| 3Y | +90.2% | +96.7% | -6.5% | +82.4% |
| All | +90.2% | +95.8% | -5.6% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling