+251.5%
GEN vs BURL
+1,021.0%
-769.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.7% | -3.7% | +2.9% |
| 7D | +26.9% | +10.4% | +16.4% | +25.2% |
| 30D | +38.6% | -4.9% | +43.6% | +39.6% |
| 3M | +9.7% | -29.8% | +39.5% | +14.7% |
| 6M | +58.9% | -16.5% | +75.4% | +61.7% |
| YTD | +15.3% | -10.5% | +25.9% | +16.1% |
| 1Y | +21.8% | -5.3% | +27.1% | +21.3% |
| 3Y | +85.8% | +95.1% | -9.3% | +65.2% |
| 5Y | +37.4% | -12.1% | +49.4% | +31.6% |
| 10Y | +174.0% | +273.2% | -99.1% | +114.9% |
| All | +251.5% | +1,021.0% | -769.5% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling