-16.4%
GFS vs BURL
-10.0%
-6.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.7% |
| 7D | -7.8% | +4.1% | -11.9% | -9.2% |
| 30D | -19.7% | -9.5% | -10.2% | -17.2% |
| 3M | -23.1% | -33.5% | +10.4% | -12.6% |
| 6M | -46.4% | -22.1% | -24.3% | -42.7% |
| YTD | +11.0% | -14.6% | +25.6% | +14.9% |
| 1Y | +12.6% | -8.4% | +21.0% | +12.9% |
| 3Y | -24.9% | +86.6% | -111.5% | -42.5% |
| 5Y | -39.1% | -17.2% | -21.9% | -32.8% |
| All | -16.4% | -10.0% | -6.5% | -12.1% |
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