+406.5%
GDDY vs BURL
+347.3%
+59.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.9% | -2.9% |
| 7D | +3.7% | -2.8% | +6.5% | +4.4% |
| 30D | +10.4% | -28.2% | +38.6% | +19.6% |
| 3M | +19.4% | -17.6% | +37.0% | +25.0% |
| 6M | +14.3% | -11.8% | +26.0% | +16.8% |
| YTD | -18.4% | -8.1% | -10.2% | -17.6% |
| 1Y | -30.1% | -12.0% | -18.1% | -29.2% |
| 3Y | +39.4% | +63.3% | -23.9% | +15.8% |
| 5Y | +35.2% | -10.8% | +46.0% | +26.1% |
| 10Y | +210.0% | +215.9% | -5.9% | +97.3% |
| All | +406.5% | +347.3% | +59.3% | +101.9% |
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