+2.5%
GFS vs BURL
-5.1%
+7.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.9% | -6.9% | -9.1% |
| 7D | -20.7% | +3.5% | -24.2% | -21.3% |
| 30D | -25.2% | -9.3% | -15.9% | -23.2% |
| 3M | -26.3% | -32.1% | +5.8% | -17.9% |
| 6M | -50.7% | -19.8% | -30.9% | -48.8% |
| YTD | +4.5% | -13.2% | +17.7% | +7.6% |
| 1Y | +2.5% | -7.8% | +10.3% | +4.3% |
| All | +2.5% | -5.1% | +7.6% | +4.3% |
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