+620.7%
GEV vs BURL
+16.9%
+603.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.0% |
| 7D | +3.3% | -2.8% | +6.1% | +4.3% |
| 30D | -7.5% | -28.2% | +20.7% | +4.3% |
| 3M | -2.2% | -17.6% | +15.4% | +3.8% |
| 6M | +12.1% | -11.8% | +23.9% | +14.7% |
| YTD | +44.4% | -8.1% | +52.5% | +44.8% |
| 1Y | +57.7% | -12.0% | +69.6% | +59.4% |
| All | +620.7% | +16.9% | +603.8% | +659.5% |
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