+89.6%
BURL vs GPC
+2.3%
+87.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.4% | -2.5% |
| 7D | +3.5% | +1.7% | +1.8% | +3.0% |
| 30D | -9.3% | -2.3% | -7.0% | -8.7% |
| 3M | -32.1% | -4.5% | -27.6% | -31.2% |
| 6M | -19.8% | +21.6% | -41.4% | -25.5% |
| YTD | -13.2% | +4.0% | -17.2% | -17.1% |
| 1Y | -7.8% | +3.5% | -11.3% | -11.8% |
| All | +89.6% | +2.3% | +87.3% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling