+20.6%
GIS vs BURL
+970.5%
-950.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.5% |
| 7D | +3.6% | +4.1% | -0.5% | +3.4% |
| 30D | +13.9% | -9.5% | +23.4% | +14.3% |
| 3M | +0.3% | -33.5% | +33.8% | +1.9% |
| 6M | +5.0% | -22.1% | +27.1% | +5.9% |
| YTD | -18.4% | -14.6% | -3.8% | -18.0% |
| 1Y | -17.4% | -8.4% | -9.1% | -17.4% |
| 3Y | -36.9% | +86.6% | -123.5% | -39.7% |
| 5Y | -30.4% | -17.2% | -13.2% | -30.9% |
| 10Y | -13.6% | +256.4% | -270.0% | -27.9% |
| All | +20.6% | +970.5% | -950.0% | -4.6% |
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 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