+246.7%
GE vs BURL
+1,021.0%
-774.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.7% | -5.0% | +0.8% |
| 7D | +9.4% | +10.4% | -1.0% | +6.7% |
| 30D | +7.5% | -4.9% | +12.5% | +8.8% |
| 3M | -12.5% | -29.8% | +17.2% | -4.9% |
| 6M | +17.8% | -16.5% | +34.2% | +21.8% |
| YTD | +7.4% | -10.5% | +18.0% | +9.1% |
| 1Y | +8.9% | -5.3% | +14.2% | +8.3% |
| 3Y | +285.5% | +95.1% | +190.5% | +207.2% |
| 5Y | +415.2% | -12.1% | +427.2% | +385.5% |
| 10Y | +168.4% | +273.2% | -104.8% | +93.8% |
| All | +246.7% | +1,021.0% | -774.2% | +136.9% |
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