-12.0%
BURL vs GWRE
-42.7%
+30.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.8% | +4.1% | -3.9% |
| 7D | -2.6% | -25.6% | +23.0% | -3.3% |
| 30D | -30.8% | -12.2% | -18.6% | -31.2% |
| 3M | -18.7% | +17.7% | -36.4% | -18.5% |
| 6M | -16.4% | -11.3% | -5.1% | -16.9% |
| YTD | -11.6% | -25.5% | +13.9% | -10.7% |
| 1Y | -12.0% | -42.8% | +30.8% | -13.4% |
| All | -12.0% | -42.7% | +30.7% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling