-8.4%
BURL vs GPC
+2.6%
-11.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | +4.1% | +1.6% | +2.5% | +3.8% |
| 30D | -9.5% | -2.1% | -7.4% | -9.1% |
| 3M | -33.5% | -6.8% | -26.7% | -32.7% |
| 6M | -22.1% | +18.6% | -40.7% | -25.0% |
| YTD | -14.6% | +2.7% | -17.2% | -23.1% |
| 1Y | -8.4% | +1.8% | -10.1% | -17.4% |
| All | -8.4% | +2.6% | -11.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling