+45.4%
GILD vs BURL
-4.6%
+49.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.7% | -3.5% | +3.5% |
| 7D | +9.6% | +10.4% | -0.8% | +8.7% |
| 30D | +20.6% | -4.9% | +25.6% | +20.8% |
| 3M | +29.7% | -29.8% | +59.5% | +31.5% |
| 6M | +33.1% | -16.5% | +49.6% | +33.8% |
| YTD | +44.7% | -10.5% | +55.3% | +46.1% |
| 1Y | +45.4% | -5.3% | +50.7% | +47.1% |
| All | +45.4% | -4.6% | +49.9% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling