-15.9%
BURL vs GPC
+3.6%
-19.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | +4.1% | +1.6% | +2.5% | +3.4% |
| 30D | -9.5% | -2.1% | -7.4% | -8.7% |
| 3M | -33.5% | -6.8% | -26.7% | -31.5% |
| 6M | -22.1% | +18.6% | -40.7% | -29.4% |
| YTD | -14.6% | +2.7% | -17.2% | -19.0% |
| 1Y | -8.4% | +1.8% | -10.1% | -12.8% |
| 3Y | +86.6% | +1.1% | +85.5% | +66.3% |
| All | -15.9% | +3.6% | -19.5% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling