+159.7%
GILD vs BURL
+194.0%
-34.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -4.8% | -9.9% | +5.1% | -4.0% |
| 30D | +5.8% | -32.4% | +38.2% | +9.2% |
| 3M | +14.9% | -30.2% | +45.1% | +18.3% |
| 6M | -0.4% | -21.3% | +21.0% | +1.4% |
| YTD | +18.5% | -17.2% | +35.8% | +19.9% |
| 1Y | +25.1% | -14.4% | +39.5% | +26.0% |
| 3Y | +105.9% | +55.0% | +50.9% | +94.0% |
| 5Y | +143.0% | -16.8% | +159.7% | +136.9% |
| All | +159.7% | +194.0% | -34.3% | +129.6% |
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