+70.7%
BURL vs GWRE
+91.5%
-20.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -19.9% | +22.6% | +4.1% |
| 7D | -2.8% | -21.1% | +18.3% | -1.3% |
| 30D | -28.2% | +1.3% | -29.5% | -28.8% |
| 3M | -17.6% | +7.4% | -25.0% | -18.8% |
| 6M | -11.8% | +5.6% | -17.4% | -13.4% |
| YTD | -8.1% | -19.2% | +11.1% | -5.7% |
| 1Y | -12.0% | -25.1% | +13.2% | -9.2% |
| All | +70.7% | +91.5% | -20.8% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling