+208.4%
GLD vs BURL
+247.8%
-39.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.7% |
| 7D | +2.8% | +5.9% | -3.0% | +2.8% |
| 30D | -4.0% | -8.3% | +4.4% | -3.9% |
| 3M | -8.2% | -31.6% | +23.4% | -8.1% |
| 6M | -14.8% | -16.6% | +1.8% | -14.8% |
| YTD | -6.8% | -12.1% | +5.3% | -6.7% |
| 1Y | -2.4% | -10.0% | +7.6% | -2.3% |
| 3Y | +105.8% | +94.3% | +11.5% | +105.7% |
| 5Y | +113.3% | -13.2% | +126.5% | +111.8% |
| 10Y | +208.4% | +252.5% | -44.1% | +213.2% |
| All | +208.4% | +247.8% | -39.4% | +213.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling