+64.2%
BURL vs GGLL
+245.5%
-181.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.9% |
| 7D | -2.8% | -4.8% | +2.0% | -2.1% |
| 30D | -28.2% | -13.7% | -14.5% | -26.7% |
| 3M | -17.6% | -21.9% | +4.3% | -15.4% |
| 6M | -11.8% | +11.7% | -23.4% | -15.5% |
| YTD | -8.1% | +2.3% | -10.4% | -11.0% |
| 1Y | -12.0% | +76.2% | -88.1% | -23.6% |
| All | +64.2% | +245.5% | -181.4% | +19.8% |
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