+188.7%
GD vs BURL
+215.5%
-26.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.2% |
| 7D | -5.3% | -2.8% | -2.5% | -4.9% |
| 30D | -6.4% | -28.2% | +21.7% | -1.6% |
| 3M | +5.7% | -17.6% | +23.3% | +8.6% |
| 6M | -0.9% | -11.8% | +10.8% | +0.2% |
| YTD | +8.2% | -8.1% | +16.3% | +8.6% |
| 1Y | +13.4% | -12.0% | +25.4% | +14.1% |
| 3Y | +68.5% | +63.3% | +5.2% | +48.6% |
| 5Y | +97.2% | -10.8% | +108.0% | +89.8% |
| All | +188.7% | +215.5% | -26.8% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling