+933.1%
BURL vs GPC
+127.6%
+805.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.0% | +6.7% |
| 7D | +10.4% | +4.1% | +6.3% | +8.0% |
| 30D | -4.9% | +0.1% | -5.1% | -5.2% |
| 3M | -29.8% | -3.9% | -25.9% | -28.4% |
| 6M | -16.5% | +24.4% | -40.8% | -27.6% |
| YTD | -10.5% | +5.7% | -16.2% | -16.8% |
| 1Y | -5.3% | +6.8% | -12.1% | -12.7% |
| 3Y | +95.1% | +3.8% | +91.3% | +74.4% |
| 5Y | -12.1% | +9.2% | -21.3% | -24.5% |
| 10Y | +273.2% | +93.8% | +179.4% | +114.3% |
| All | +933.1% | +127.6% | +805.5% | +449.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling