+255.1%
BURL vs GWRE
+177.2%
+77.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +7.7% | -1.0% | +8.7% | +8.0% |
| 30D | -7.1% | -3.9% | -3.3% | -6.5% |
| 3M | -30.3% | -5.7% | -24.6% | -30.6% |
| 6M | -15.5% | +16.2% | -31.7% | -21.8% |
| YTD | -11.0% | -20.0% | +9.0% | -9.7% |
| 1Y | -8.4% | -26.2% | +17.8% | -5.0% |
| 3Y | +96.7% | +79.5% | +17.2% | +44.0% |
| 5Y | -14.1% | +25.8% | -39.9% | -31.9% |
| 10Y | +255.1% | +173.0% | +82.1% | +130.1% |
| All | +255.1% | +177.2% | +77.9% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling