+69.2%
BURL vs GGLL
+184.7%
-115.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.5% | -2.3% |
| 7D | +3.5% | -1.3% | +4.8% | +3.7% |
| 30D | -9.3% | -36.3% | +27.0% | -3.6% |
| 3M | -32.1% | -42.7% | +10.6% | -26.7% |
| 6M | -19.8% | -53.1% | +33.3% | -11.6% |
| YTD | -13.2% | -32.1% | +18.9% | -11.7% |
| 1Y | -7.8% | -20.1% | +12.2% | -9.9% |
| 3Y | +89.3% | +151.7% | -62.4% | +34.5% |
| All | +69.2% | +184.7% | -115.5% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling