+252.6%
GILD vs BURL
+1,051.1%
-798.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | -0.4% |
| 7D | +3.7% | -2.8% | +6.4% | +3.9% |
| 30D | +14.6% | -28.2% | +42.8% | +17.9% |
| 3M | +17.7% | -17.6% | +35.3% | +19.5% |
| 6M | +3.1% | -11.8% | +14.9% | +3.9% |
| YTD | +24.5% | -8.1% | +32.7% | +24.9% |
| 1Y | +37.4% | -12.0% | +49.3% | +38.0% |
| 3Y | +117.4% | +63.3% | +54.1% | +103.5% |
| 5Y | +151.9% | -10.8% | +162.7% | +144.2% |
| 10Y | +179.8% | +215.9% | -36.1% | +133.6% |
| All | +252.6% | +1,051.1% | -798.5% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling