+151.2%
GE vs BURL
+244.4%
-93.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.7% | -3.0% |
| 7D | +5.1% | +0.4% | +4.7% | +5.0% |
| 30D | +7.6% | -4.3% | +11.9% | +8.8% |
| 3M | -9.3% | -28.8% | +19.5% | -0.7% |
| 6M | +11.5% | -12.8% | +24.3% | +14.4% |
| YTD | +7.9% | -12.8% | +20.7% | +10.5% |
| 1Y | +7.6% | -12.3% | +19.9% | +9.3% |
| 3Y | +265.9% | +92.7% | +173.2% | +181.4% |
| 5Y | +405.9% | -6.5% | +412.5% | +365.7% |
| All | +151.2% | +244.4% | -93.2% | +78.2% |
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