+2.8%
GLD vs BURL
-4.6%
+7.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.7% | -4.0% | +3.2% |
| 7D | -0.3% | +10.4% | -10.7% | -0.8% |
| 30D | -1.9% | -4.9% | +3.1% | -1.7% |
| 3M | -0.4% | -29.8% | +29.3% | +1.2% |
| 6M | -10.2% | -16.5% | +6.3% | -9.8% |
| YTD | -6.0% | -10.5% | +4.5% | -5.3% |
| 1Y | +2.8% | -5.3% | +8.1% | +3.6% |
| All | +2.8% | -4.6% | +7.4% | +3.6% |
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 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