+93.3%
GWW vs BURL
+87.4%
+5.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.3% |
| 3M | +12.9% | -31.7% | +44.6% | +18.8% |
| 6M | +19.3% | -15.2% | +34.5% | +21.3% |
| YTD | +48.7% | -15.9% | +64.6% | +51.2% |
| 1Y | +60.5% | -14.2% | +74.7% | +62.4% |
| 3Y | +93.3% | +93.5% | -0.2% | +87.1% |
| All | +93.3% | +87.4% | +5.8% | +87.1% |
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