+510.2%
GEV vs BURL
+11.9%
+498.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.5% |
| 7D | -13.2% | +5.9% | -19.1% | -15.1% |
| 30D | -20.6% | -8.3% | -12.3% | -18.4% |
| 3M | -19.5% | -31.6% | +12.1% | -8.2% |
| 6M | -23.3% | -16.6% | -6.7% | -20.1% |
| YTD | +22.2% | -12.1% | +34.3% | +23.8% |
| 1Y | +37.8% | -10.0% | +47.8% | +36.8% |
| All | +510.2% | +11.9% | +498.3% | +549.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling