+93.5%
BURL vs GWRE
+74.3%
+19.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.5% |
| 7D | -1.6% | -2.0% | +0.4% | -1.4% |
| 30D | -7.7% | -4.1% | -3.7% | -7.4% |
| 3M | -31.7% | -13.4% | -18.3% | -31.3% |
| 6M | -15.2% | +26.0% | -41.1% | -18.1% |
| YTD | -15.9% | -21.3% | +5.4% | -13.6% |
| 1Y | -14.2% | -27.5% | +13.3% | -10.6% |
| 3Y | +93.5% | +72.7% | +20.8% | +78.1% |
| All | +93.5% | +74.3% | +19.2% | +78.1% |
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 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