+161.4%
GEN vs BURL
+258.4%
-97.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.5% |
| 7D | +8.5% | +3.5% | +5.0% | +8.0% |
| 30D | +34.2% | -9.3% | +43.5% | +36.0% |
| 3M | +10.0% | -32.1% | +42.1% | +15.8% |
| 6M | +56.8% | -19.8% | +76.6% | +60.6% |
| YTD | +14.2% | -13.2% | +27.4% | +15.5% |
| 1Y | +20.8% | -7.8% | +28.6% | +20.7% |
| 3Y | +84.1% | +89.3% | -5.3% | +62.8% |
| 5Y | +37.1% | -15.8% | +52.9% | +31.8% |
| All | +161.4% | +258.4% | -97.0% | +105.8% |
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