+89.6%
BURL vs GAP
+74.8%
+14.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.7% | -1.4% |
| 7D | +3.5% | -2.1% | +5.6% | +4.1% |
| 30D | -9.3% | -5.1% | -4.2% | -7.9% |
| 3M | -32.1% | +9.8% | -41.9% | -33.9% |
| 6M | -19.8% | -3.6% | -16.2% | -20.2% |
| YTD | -13.2% | -9.8% | -3.4% | -12.6% |
| 1Y | -7.8% | -1.5% | -6.4% | -9.9% |
| All | +89.6% | +74.8% | +14.8% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling