+255.1%
BURL vs GFI
+1,104.9%
-849.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.8% | -0.6% | +4.1% |
| 7D | +7.7% | +18.0% | -10.3% | +7.4% |
| 30D | -7.1% | +11.5% | -18.6% | -7.4% |
| 3M | -30.3% | +2.8% | -33.1% | -30.4% |
| 6M | -15.5% | -6.4% | -9.1% | -15.6% |
| YTD | -11.0% | -1.1% | -9.9% | -11.2% |
| 1Y | -8.4% | +10.8% | -19.2% | -8.8% |
| 3Y | +96.7% | +248.8% | -152.1% | +92.6% |
| 5Y | -14.1% | +407.7% | -421.8% | -16.0% |
| 10Y | +255.1% | +1,213.7% | -958.6% | +277.3% |
| All | +255.1% | +1,104.9% | -849.9% | +277.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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