-10.7%
BURL vs GFI
+508.7%
-519.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.7% |
| 7D | -2.8% | +3.1% | -5.9% | -3.0% |
| 30D | -28.2% | +27.1% | -55.3% | -29.2% |
| 3M | -17.6% | +21.2% | -38.8% | -18.7% |
| 6M | -11.8% | -4.5% | -7.3% | -12.0% |
| YTD | -8.1% | +11.7% | -19.9% | -9.4% |
| 1Y | -12.0% | +46.0% | -58.0% | -14.5% |
| 3Y | +63.3% | +309.6% | -246.3% | +46.0% |
| All | -10.7% | +508.7% | -519.4% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling