+436.6%
GE vs BURL
-11.0%
+447.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.5% |
| 7D | -1.6% | -2.8% | +1.2% | -1.0% |
| 30D | -11.6% | -28.2% | +16.6% | -5.3% |
| 3M | +3.0% | -17.6% | +20.6% | +6.8% |
| 6M | -0.5% | -11.8% | +11.3% | +1.3% |
| YTD | +9.7% | -8.1% | +17.9% | +10.8% |
| 1Y | +20.0% | -12.0% | +32.0% | +21.6% |
| 3Y | +275.8% | +63.3% | +212.5% | +225.8% |
| All | +436.6% | -11.0% | +447.5% | +438.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling