+960.9%
BURL vs GFI
+1,288.8%
-327.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.6% |
| 7D | -2.8% | +3.1% | -5.9% | -2.9% |
| 30D | -28.2% | +27.1% | -55.3% | -28.5% |
| 3M | -17.6% | +21.2% | -38.8% | -17.9% |
| 6M | -11.8% | -4.5% | -7.3% | -11.9% |
| YTD | -8.1% | +11.7% | -19.9% | -8.5% |
| 1Y | -12.0% | +46.0% | -58.0% | -12.6% |
| 3Y | +63.3% | +309.6% | -246.3% | +59.3% |
| 5Y | -10.8% | +506.0% | -516.9% | -13.4% |
| 10Y | +215.9% | +1,009.2% | -793.3% | +214.6% |
| All | +960.9% | +1,288.8% | -327.9% | +939.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling