+148.8%
GE vs BURL
+258.4%
-109.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.5% | -3.6% |
| 7D | +0.5% | +3.5% | -2.9% | -0.4% |
| 30D | +1.7% | -9.3% | +11.0% | +4.5% |
| 3M | -17.3% | -32.1% | +14.8% | -8.3% |
| 6M | +10.1% | -19.8% | +29.9% | +15.6% |
| YTD | +2.6% | -13.2% | +15.8% | +5.2% |
| 1Y | +3.7% | -7.8% | +11.5% | +3.8% |
| 3Y | +268.3% | +89.3% | +179.0% | +185.0% |
| 5Y | +376.2% | -15.8% | +392.0% | +354.9% |
| All | +148.8% | +258.4% | -109.6% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling