-17.4%
GIS vs BURL
-4.6%
-12.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.7% | -2.5% | +4.7% |
| 7D | +8.5% | +10.4% | -1.9% | +7.9% |
| 30D | +15.3% | -4.9% | +20.3% | +15.1% |
| 3M | +0.9% | -29.8% | +30.7% | +1.6% |
| 6M | +7.9% | -16.5% | +24.4% | +8.7% |
| YTD | -17.6% | -10.5% | -7.0% | -17.3% |
| 1Y | -17.4% | -5.3% | -12.1% | -17.5% |
| All | -17.4% | -4.6% | -12.8% | -17.5% |
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 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