+24.5%
GDDY vs BURL
+64.3%
-39.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.7% | -4.6% | -7.6% |
| 7D | -7.6% | -2.6% | -5.1% | -7.2% |
| 30D | +2.0% | -30.8% | +32.8% | +8.8% |
| 3M | +15.1% | -18.7% | +33.7% | +19.5% |
| 6M | -1.1% | -16.4% | +15.3% | +1.7% |
| YTD | -25.1% | -11.6% | -13.6% | -23.9% |
| 1Y | -37.3% | -12.0% | -25.3% | -36.4% |
| 3Y | +24.5% | +63.6% | -39.1% | +8.6% |
| All | +24.5% | +64.3% | -39.7% | +8.6% |
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 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