-33.5%
GDDY vs BURL
-15.3%
-18.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +3.0% |
| 7D | -7.0% | -7.9% | +0.9% | -5.9% |
| 30D | +6.2% | -33.7% | +39.9% | +12.4% |
| 3M | +20.0% | -27.2% | +47.2% | +26.1% |
| 6M | +6.8% | -22.1% | +28.9% | +10.8% |
| YTD | -22.3% | -17.6% | -4.7% | -19.8% |
| 1Y | -33.5% | -14.9% | -18.6% | -31.2% |
| All | -33.5% | -15.3% | -18.2% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling