-17.5%
BURL vs GWRE
+15.1%
-32.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -9.9% | -13.2% | +3.3% | -7.4% |
| 30D | -32.4% | -18.6% | -13.8% | -30.5% |
| 3M | -30.2% | +18.9% | -49.1% | -34.3% |
| 6M | -21.3% | -11.0% | -10.4% | -22.0% |
| YTD | -17.2% | -29.9% | +12.6% | -12.7% |
| 1Y | -14.4% | -44.3% | +29.9% | -3.4% |
| 3Y | +55.0% | +51.7% | +3.4% | +14.8% |
| All | -17.5% | +15.1% | -32.6% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling