-19.4%
GFS vs BURL
+63.9%
-83.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.7% |
| 7D | +1.0% | -2.8% | +3.8% | +1.8% |
| 30D | -8.6% | -28.2% | +19.6% | +1.2% |
| 3M | -46.5% | -17.6% | -29.0% | -43.7% |
| 6M | -4.8% | -11.8% | +7.0% | -2.2% |
| YTD | +29.7% | -8.1% | +37.8% | +31.5% |
| 1Y | +35.8% | -12.0% | +47.8% | +38.5% |
| All | -19.4% | +63.9% | -83.3% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling