+17.5%
GIS vs BURL
+1,001.7%
-984.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.7% |
| 7D | +1.5% | +5.9% | -4.3% | +1.3% |
| 30D | +9.2% | -8.3% | +17.5% | +9.6% |
| 3M | -5.4% | -31.6% | +26.3% | -4.0% |
| 6M | +3.4% | -16.6% | +20.0% | +4.0% |
| YTD | -20.5% | -12.1% | -8.4% | -20.2% |
| 1Y | -20.0% | -10.0% | -10.0% | -19.9% |
| 3Y | -38.6% | +94.3% | -132.9% | -41.4% |
| 5Y | -33.1% | -13.2% | -19.9% | -33.7% |
| 10Y | -16.4% | +252.5% | -268.9% | -30.0% |
| All | +17.5% | +1,001.7% | -984.2% | -7.2% |
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