+240.7%
BURL vs GAP
+15.9%
+224.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.6% | -0.2% |
| 7D | +4.1% | -3.8% | +7.8% | +5.5% |
| 30D | -9.5% | -9.0% | -0.4% | -6.4% |
| 3M | -33.5% | +5.5% | -39.0% | -35.1% |
| 6M | -22.1% | -11.1% | -11.0% | -20.3% |
| YTD | -14.6% | -13.6% | -1.0% | -12.6% |
| 1Y | -8.4% | -2.9% | -5.5% | -10.6% |
| 3Y | +86.6% | +69.6% | +16.9% | +35.0% |
| 5Y | -17.2% | +5.4% | -22.5% | -34.5% |
| All | +240.7% | +15.9% | +224.8% | +117.6% |
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