+153.1%
GE vs BURL
+215.5%
-62.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.4% |
| 7D | -1.6% | -2.8% | +1.2% | -0.8% |
| 30D | -11.6% | -28.2% | +16.6% | -3.2% |
| 3M | +3.0% | -17.6% | +20.6% | +8.1% |
| 6M | -0.5% | -11.8% | +11.3% | +1.8% |
| YTD | +9.7% | -8.1% | +17.9% | +11.1% |
| 1Y | +20.0% | -12.0% | +32.0% | +21.8% |
| 3Y | +275.8% | +63.3% | +212.5% | +204.7% |
| 5Y | +429.1% | -10.8% | +439.9% | +397.5% |
| All | +153.1% | +215.5% | -62.3% | +79.6% |
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