+22.1%
GH vs BURL
-11.0%
+33.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.8% |
| 7D | -0.1% | -2.8% | +2.7% | +1.0% |
| 30D | -1.1% | -28.2% | +27.1% | +12.4% |
| 3M | +21.3% | -17.6% | +38.9% | +29.5% |
| 6M | +73.5% | -11.8% | +85.3% | +78.1% |
| YTD | +58.0% | -8.1% | +66.2% | +59.4% |
| 1Y | +163.1% | -12.0% | +175.0% | +165.6% |
| 3Y | +361.0% | +63.3% | +297.7% | +241.7% |
| All | +22.1% | -11.0% | +33.1% | +3.7% |
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 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