+440.0%
GD vs BURL
+1,008.1%
-568.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +3.0% | -0.2% |
| 7D | -3.5% | -2.6% | -0.9% | -3.1% |
| 30D | -9.0% | -30.8% | +21.7% | -4.1% |
| 3M | +5.1% | -18.7% | +23.7% | +8.0% |
| 6M | -1.0% | -16.4% | +15.4% | +1.0% |
| YTD | +7.3% | -11.6% | +18.9% | +8.4% |
| 1Y | +12.4% | -12.0% | +24.4% | +13.1% |
| 3Y | +73.7% | +63.6% | +10.1% | +54.4% |
| 5Y | +93.8% | -12.6% | +106.3% | +86.0% |
| 10Y | +190.6% | +206.5% | -15.9% | +125.2% |
| All | +440.0% | +1,008.1% | -568.1% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling