+86.6%
BURL vs GWRE
+74.9%
+11.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -1.3% |
| 7D | +4.1% | -0.7% | +4.8% | +4.2% |
| 30D | -9.5% | -1.6% | -7.9% | -9.3% |
| 3M | -33.5% | +0.9% | -34.4% | -34.1% |
| 6M | -22.1% | +23.1% | -45.2% | -24.6% |
| YTD | -14.6% | -19.7% | +5.1% | -12.4% |
| 1Y | -8.4% | -25.0% | +16.7% | -5.0% |
| 3Y | +86.6% | +78.7% | +7.8% | +73.7% |
| All | +86.6% | +74.9% | +11.6% | +73.7% |
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