+192.1%
BURL vs GWRE
+130.1%
+62.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.0% | -1.4% | -5.2% |
| 7D | -7.0% | -26.2% | +19.2% | -0.9% |
| 30D | -35.6% | -17.8% | -17.9% | -33.5% |
| 3M | -26.3% | +14.2% | -40.5% | -30.5% |
| 6M | -20.7% | -12.9% | -7.8% | -21.1% |
| YTD | -17.2% | -29.2% | +12.0% | -13.2% |
| 1Y | -15.0% | -44.4% | +29.4% | -4.4% |
| 3Y | +53.2% | +51.1% | +2.1% | +18.0% |
| 5Y | -18.7% | +16.5% | -35.2% | -34.4% |
| 10Y | +192.1% | +131.6% | +60.5% | +94.4% |
| All | +192.1% | +130.1% | +62.0% | +94.4% |
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