+221.9%
BURL vs GAP
+1.5%
+220.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.7% | -3.3% |
| 7D | -1.6% | -1.9% | +0.3% | -0.9% |
| 30D | -7.7% | -7.1% | -0.7% | -5.3% |
| 3M | -31.7% | +4.1% | -35.8% | -32.9% |
| 6M | -15.2% | +1.9% | -17.1% | -17.3% |
| YTD | -15.9% | -15.2% | -0.7% | -13.4% |
| 1Y | -14.2% | -10.6% | -3.6% | -13.8% |
| 3Y | +93.5% | +74.6% | +18.9% | +38.4% |
| 5Y | -9.9% | +3.7% | -13.6% | -28.3% |
| All | +221.9% | +1.5% | +220.4% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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