+23.6%
GFS vs BURL
-9.1%
+32.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.3% |
| 7D | +6.2% | -0.8% | +7.0% | +6.5% |
| 30D | -11.4% | -4.4% | -6.9% | -10.1% |
| 3M | -15.5% | -28.6% | +13.1% | -7.0% |
| 6M | -42.6% | -12.3% | -30.3% | -42.1% |
| YTD | +23.2% | -11.3% | +34.5% | +26.1% |
| 1Y | +23.6% | -10.4% | +34.0% | +26.5% |
| All | +23.6% | -9.1% | +32.7% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling