+534.9%
GEV vs BURL
+13.3%
+521.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.2% | +2.9% | +5.7% |
| 7D | -3.8% | +7.7% | -11.5% | -6.4% |
| 30D | -17.4% | -7.1% | -10.3% | -15.5% |
| 3M | -16.2% | -30.3% | +14.1% | -5.1% |
| 6M | -20.2% | -15.5% | -4.6% | -17.3% |
| YTD | +27.2% | -11.0% | +38.2% | +28.2% |
| 1Y | +44.6% | -8.4% | +53.0% | +42.5% |
| All | +534.9% | +13.3% | +521.6% | +572.6% |
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 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