+200.1%
GDDY vs BURL
+194.0%
+6.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.7% |
| 7D | -3.2% | -9.9% | +6.7% | -0.6% |
| 30D | +6.8% | -32.4% | +39.2% | +17.7% |
| 3M | +30.5% | -30.2% | +60.6% | +42.7% |
| 6M | +13.3% | -21.3% | +34.7% | +19.3% |
| YTD | -21.0% | -17.2% | -3.7% | -18.1% |
| 1Y | -34.0% | -14.4% | -19.6% | -32.7% |
| 3Y | +33.1% | +55.0% | -22.0% | +11.1% |
| 5Y | +30.3% | -16.8% | +47.1% | +23.6% |
| All | +200.1% | +194.0% | +6.1% | +95.6% |
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