+38.2%
GEHC vs BURL
+28.5%
+9.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | +7.6% | +4.1% | +3.5% | +6.7% |
| 30D | +27.5% | -9.5% | +36.9% | +30.2% |
| 3M | +17.2% | -33.5% | +50.7% | +27.9% |
| 6M | +33.6% | -22.1% | +55.7% | +40.0% |
| YTD | +0.6% | -14.6% | +15.2% | +3.2% |
| 1Y | +11.3% | -8.4% | +19.7% | +11.8% |
| 3Y | +16.5% | +86.6% | -70.1% | +1.7% |
| All | +38.2% | +28.5% | +9.7% | +25.3% |
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