+467.7%
GDDY vs BURL
+332.0%
+135.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.1% |
| 7D | -4.0% | -0.8% | -3.2% | -3.9% |
| 30D | +11.0% | -4.4% | +15.4% | +12.0% |
| 3M | +25.1% | -28.6% | +53.7% | +35.3% |
| 6M | +28.9% | -12.3% | +41.2% | +31.8% |
| YTD | -8.5% | -11.3% | +2.8% | -7.1% |
| 1Y | -13.8% | -10.4% | -3.3% | -13.1% |
| 3Y | +29.5% | +96.1% | -66.5% | +2.1% |
| 5Y | +60.5% | -5.0% | +65.5% | +46.9% |
| 10Y | +242.6% | +251.8% | -9.2% | +113.0% |
| All | +467.7% | +332.0% | +135.7% | +127.4% |
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