+960.9%
BURL vs GPC
+148.7%
+812.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.4% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -28.2% | +5.1% | -33.3% | -30.2% |
| 3M | -17.6% | +41.5% | -59.1% | -33.4% |
| 6M | -11.8% | +21.8% | -33.6% | -22.5% |
| YTD | -8.1% | +14.6% | -22.7% | -18.1% |
| 1Y | -12.0% | +1.3% | -13.2% | -15.7% |
| 3Y | +63.3% | -1.4% | +64.7% | +51.8% |
| 5Y | -10.8% | +30.6% | -41.4% | -31.0% |
| 10Y | +215.9% | +80.6% | +135.3% | +89.3% |
| All | +960.9% | +148.7% | +812.2% | +438.4% |
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 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