-12.7%
GFS vs BURL
-5.7%
-7.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +7.7% | -13.6% | -8.5% |
| 7D | -12.5% | +10.4% | -22.9% | -15.6% |
| 30D | -16.9% | -4.9% | -12.0% | -15.9% |
| 3M | -22.3% | -29.8% | +7.5% | -13.3% |
| 6M | -40.2% | -16.5% | -23.8% | -37.6% |
| YTD | +16.0% | -10.5% | +26.5% | +18.1% |
| 1Y | +17.7% | -5.3% | +23.0% | +16.7% |
| 3Y | -23.4% | +95.1% | -118.4% | -42.1% |
| 5Y | -35.4% | -12.1% | -23.3% | -30.5% |
| All | -12.7% | -5.7% | -7.0% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling