+154.4%
GEN vs BURL
+252.7%
-98.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.4% |
| 7D | +2.3% | +4.1% | -1.8% | +1.7% |
| 30D | +33.1% | -9.5% | +42.5% | +34.9% |
| 3M | +6.5% | -33.5% | +40.0% | +12.5% |
| 6M | +53.8% | -22.1% | +75.9% | +58.3% |
| YTD | +11.2% | -14.6% | +25.8% | +12.7% |
| 1Y | +19.4% | -8.4% | +27.7% | +19.4% |
| 3Y | +81.0% | +86.6% | -5.5% | +60.5% |
| 5Y | +33.4% | -17.2% | +50.6% | +28.6% |
| All | +154.4% | +252.7% | -98.2% | +100.9% |
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 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