+39.2%
GH vs BURL
-15.9%
+55.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.9% | -6.0% | -7.9% |
| 7D | -17.2% | +3.5% | -20.7% | -18.4% |
| 30D | -10.1% | -9.3% | -0.8% | -7.0% |
| 3M | -6.0% | -32.1% | +26.1% | +8.3% |
| 6M | +71.4% | -19.8% | +91.2% | +81.7% |
| YTD | +50.2% | -13.2% | +63.4% | +53.3% |
| 1Y | +61.4% | -7.8% | +69.3% | +58.9% |
| 3Y | +435.2% | +89.3% | +345.8% | +264.0% |
| 5Y | +39.2% | -15.8% | +55.1% | +24.0% |
| All | +39.2% | -15.9% | +55.1% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling