+960.9%
BURL vs GAP
-14.5%
+975.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -2.8% | -4.5% | +1.7% | -1.2% |
| 30D | -28.2% | +9.0% | -37.2% | -30.7% |
| 3M | -17.6% | +5.0% | -22.6% | -19.6% |
| 6M | -11.8% | -17.8% | +6.0% | -7.7% |
| YTD | -8.1% | -10.4% | +2.3% | -7.2% |
| 1Y | -12.0% | -3.4% | -8.6% | -14.2% |
| 3Y | +63.3% | +111.5% | -48.2% | +8.5% |
| 5Y | -10.8% | +8.8% | -19.6% | -30.2% |
| 10Y | +215.9% | +32.9% | +183.0% | +90.1% |
| All | +960.9% | -14.5% | +975.4% | +624.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling