+71.9%
GEN vs BURL
+97.8%
-25.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.0% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +31.2% | -4.4% | +35.6% | +31.8% |
| 3M | +6.1% | -28.6% | +34.6% | +10.7% |
| 6M | +38.1% | -12.3% | +50.4% | +39.4% |
| YTD | +14.4% | -11.3% | +25.7% | +15.0% |
| 1Y | +15.1% | -10.4% | +25.6% | +15.3% |
| All | +71.9% | +97.8% | -25.9% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling