+886.6%
BURL vs GFI
+1,073.8%
-187.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -1.7% |
| 7D | +4.1% | +19.0% | -14.9% | +3.8% |
| 30D | -9.5% | +11.8% | -21.2% | -9.7% |
| 3M | -33.5% | +7.3% | -40.8% | -33.7% |
| 6M | -22.1% | -13.3% | -8.8% | -22.0% |
| YTD | -14.6% | -5.6% | -9.0% | -14.7% |
| 1Y | -8.4% | +9.2% | -17.6% | -8.7% |
| 3Y | +86.6% | +213.7% | -127.2% | +82.6% |
| 5Y | -17.2% | +395.5% | -412.7% | -19.4% |
| 10Y | +256.4% | +1,132.8% | -876.4% | +254.3% |
| All | +886.6% | +1,073.8% | -187.1% | +869.4% |
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