+461.7%
GDDY vs BURL
+324.6%
+137.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.6% |
| 7D | -6.5% | +0.4% | -6.9% | -6.6% |
| 30D | +9.0% | -4.3% | +13.4% | +10.1% |
| 3M | +22.3% | -28.8% | +51.1% | +32.3% |
| 6M | +29.1% | -12.8% | +41.9% | +32.1% |
| YTD | -9.5% | -12.8% | +3.3% | -7.7% |
| 1Y | -15.2% | -12.3% | -3.0% | -14.2% |
| 3Y | +28.2% | +92.7% | -64.5% | +1.4% |
| 5Y | +58.3% | -6.5% | +64.9% | +45.5% |
| 10Y | +239.0% | +245.7% | -6.8% | +111.6% |
| All | +461.7% | +324.6% | +137.1% | +126.0% |
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 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