+518.8%
GEV vs BURL
+12.9%
+505.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | -3.0% | -0.8% | -2.1% | -2.6% |
| 30D | -18.9% | -4.4% | -14.4% | -17.8% |
| 3M | -20.1% | -28.6% | +8.5% | -10.3% |
| 6M | -24.6% | -12.3% | -12.3% | -23.0% |
| YTD | +24.0% | -11.3% | +35.2% | +25.2% |
| 1Y | +40.6% | -10.4% | +51.1% | +40.1% |
| All | +518.8% | +12.9% | +505.9% | +556.3% |
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