+573.5%
GWW vs BURL
+987.9%
-414.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.4% | -2.0% |
| 7D | +5.8% | +3.5% | +2.3% | +5.2% |
| 30D | +13.8% | -9.3% | +23.1% | +15.7% |
| 3M | +13.2% | -32.1% | +45.3% | +21.0% |
| 6M | +28.4% | -19.8% | +48.2% | +32.6% |
| YTD | +44.7% | -13.2% | +57.9% | +47.0% |
| 1Y | +52.1% | -7.8% | +59.9% | +52.2% |
| 3Y | +93.9% | +89.3% | +4.5% | +65.3% |
| 5Y | +221.4% | -15.8% | +237.2% | +209.7% |
| 10Y | +719.8% | +262.2% | +457.7% | +513.0% |
| All | +573.5% | +987.9% | -414.4% | +356.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling