+95.3%
BURL vs GGLL
+163.2%
-67.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.5% | +1.2% | +6.9% |
| 7D | +10.4% | -23.1% | +33.5% | +13.3% |
| 30D | -4.9% | -32.9% | +27.9% | -0.6% |
| 3M | -29.8% | -44.9% | +15.1% | -24.7% |
| 6M | -16.5% | -49.5% | +33.1% | -10.2% |
| YTD | -10.5% | -28.9% | +18.4% | -10.0% |
| 1Y | -5.3% | -12.2% | +6.9% | -8.9% |
| All | +95.3% | +163.2% | -67.9% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 3y: compounded portfolio wealth divided by compounded GGLL 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…
3y analysis · Full analysis span regression · 6 months rolling