+29.3%
GDDY vs BURL
+87.4%
-58.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +2.2% |
| 7D | -0.2% | -1.6% | +1.4% | 0.0% |
| 30D | +10.4% | -7.7% | +18.2% | +11.7% |
| 3M | +13.6% | -31.7% | +45.2% | +20.3% |
| 6M | +33.7% | -15.2% | +48.8% | +36.7% |
| YTD | -8.0% | -15.9% | +7.9% | -6.0% |
| 1Y | -12.9% | -14.2% | +1.3% | -11.6% |
| 3Y | +29.3% | +93.5% | -64.2% | +25.0% |
| All | +29.3% | +87.4% | -58.1% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling