+455.3%
GD vs BURL
+1,021.0%
-565.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.7% | -10.3% | -3.7% |
| 7D | +3.0% | +10.4% | -7.4% | +1.4% |
| 30D | +10.5% | -4.9% | +15.5% | +11.2% |
| 3M | -5.0% | -29.8% | +24.8% | -0.3% |
| 6M | +5.5% | -16.5% | +21.9% | +7.5% |
| YTD | +10.3% | -10.5% | +20.9% | +10.9% |
| 1Y | +8.2% | -5.3% | +13.5% | +7.5% |
| 3Y | +59.0% | +95.1% | -36.0% | +37.3% |
| 5Y | +104.3% | -12.1% | +116.3% | +95.8% |
| 10Y | +202.4% | +273.2% | -70.7% | +128.7% |
| All | +455.3% | +1,021.0% | -565.7% | +289.9% |
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