-12.0%
BURL vs GFI
+37.0%
-49.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | -2.6% | +5.7% | -8.2% | -3.0% |
| 30D | -30.8% | +15.6% | -46.4% | -31.7% |
| 3M | -18.7% | +31.5% | -50.2% | -21.0% |
| 6M | -16.4% | -3.7% | -12.7% | -16.6% |
| YTD | -11.6% | +11.2% | -22.8% | -14.6% |
| 1Y | -12.0% | +36.4% | -48.4% | -16.6% |
| All | -12.0% | +37.0% | -49.0% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling