-15.9%
BURL vs GAP
+5.0%
-20.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.6% | -0.2% |
| 7D | +4.1% | -3.8% | +7.8% | +5.4% |
| 30D | -9.5% | -9.0% | -0.4% | -6.6% |
| 3M | -33.5% | +5.5% | -39.0% | -35.0% |
| 6M | -22.1% | -11.1% | -11.0% | -20.4% |
| YTD | -14.6% | -13.6% | -1.0% | -12.7% |
| 1Y | -8.4% | -2.9% | -5.5% | -10.6% |
| 3Y | +86.6% | +69.6% | +16.9% | +33.7% |
| All | -15.9% | +5.0% | -20.9% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling