-18.0%
GIS vs BURL
-11.0%
-7.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.5% |
| 7D | -7.8% | -2.8% | -5.1% | -7.8% |
| 30D | +6.6% | -28.2% | +34.7% | +6.6% |
| 3M | +21.0% | -17.6% | +38.6% | +21.1% |
| 6M | -9.1% | -11.8% | +2.7% | -9.0% |
| YTD | -13.6% | -8.1% | -5.5% | -13.5% |
| 1Y | -18.0% | -12.0% | -6.1% | -17.9% |
| 3Y | -33.7% | +63.3% | -97.0% | -34.1% |
| All | -18.0% | -11.0% | -7.1% | -18.0% |
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