+57.7%
GEN vs BURL
+63.9%
-6.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.6% |
| 7D | -1.2% | -2.8% | +1.6% | -0.8% |
| 30D | +10.1% | -28.2% | +38.3% | +15.7% |
| 3M | +16.1% | -17.6% | +33.7% | +19.2% |
| 6M | +38.9% | -11.8% | +50.6% | +40.4% |
| YTD | +14.4% | -8.1% | +22.6% | +14.8% |
| 1Y | +5.9% | -12.0% | +17.8% | +6.6% |
| All | +57.7% | +63.9% | -6.2% | +34.0% |
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