-16.5%
BURL vs GPC
+23.7%
-40.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.0% | +7.3% |
| 7D | +10.4% | +4.1% | +6.3% | +9.5% |
| 30D | -4.9% | +0.1% | -5.1% | -5.1% |
| 3M | -29.8% | -3.9% | -25.9% | -29.0% |
| 6M | -16.5% | +24.4% | -40.8% | -23.1% |
| All | -16.5% | +23.7% | -40.2% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling