+380.7%
GH vs BURL
+65.9%
+314.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -8.2% | -0.8% | -7.4% | -7.8% |
| 30D | -4.9% | -4.4% | -0.5% | -3.7% |
| 3M | -6.2% | -28.6% | +22.3% | +4.7% |
| 6M | +60.0% | -12.3% | +72.3% | +63.7% |
| YTD | +51.5% | -11.3% | +62.8% | +53.7% |
| 1Y | +58.4% | -10.4% | +68.8% | +58.8% |
| 3Y | +617.2% | +96.1% | +521.2% | +414.8% |
| 5Y | +47.0% | -5.0% | +52.0% | +30.9% |
| All | +380.7% | +65.9% | +314.8% | +192.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling