-2.4%
GFS vs BURL
-3.2%
+0.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.6% |
| 7D | +1.0% | -2.8% | +3.8% | +1.9% |
| 30D | -8.6% | -28.2% | +19.6% | +1.9% |
| 3M | -46.5% | -17.6% | -29.0% | -43.4% |
| 6M | -4.8% | -11.8% | +7.0% | -1.8% |
| YTD | +29.7% | -8.1% | +37.8% | +31.8% |
| 1Y | +35.8% | -12.0% | +47.8% | +38.8% |
| 3Y | -18.3% | +63.3% | -81.6% | -34.0% |
| All | -2.4% | -3.2% | +0.8% | +0.8% |
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