+915.4%
BURL vs GWRE
+230.4%
+685.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -0.5% |
| 7D | +5.9% | -3.5% | +9.3% | +6.8% |
| 30D | -8.3% | -7.1% | -1.2% | -6.9% |
| 3M | -31.6% | -10.1% | -21.5% | -31.1% |
| 6M | -16.6% | +12.3% | -28.9% | -22.1% |
| YTD | -12.1% | -22.7% | +10.6% | -10.5% |
| 1Y | -10.0% | -28.6% | +18.6% | -6.3% |
| 3Y | +94.3% | +70.7% | +23.6% | +47.6% |
| 5Y | -13.2% | +24.4% | -37.6% | -29.9% |
| 10Y | +252.5% | +169.2% | +83.3% | +123.4% |
| All | +915.4% | +230.4% | +685.0% | +505.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling