+195.5%
GLD vs BURL
+987.9%
-792.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +0.8% |
| 7D | +1.9% | +3.5% | -1.6% | +1.9% |
| 30D | -1.8% | -9.3% | +7.5% | -1.8% |
| 3M | -3.6% | -32.1% | +28.5% | -3.7% |
| 6M | -10.2% | -19.8% | +9.6% | -10.3% |
| YTD | -5.3% | -13.2% | +7.9% | -5.2% |
| 1Y | +2.5% | -7.8% | +10.3% | +2.5% |
| 3Y | +103.2% | +89.3% | +13.9% | +104.8% |
| 5Y | +121.1% | -15.8% | +136.9% | +120.1% |
| 10Y | +201.9% | +262.2% | -60.3% | +216.9% |
| All | +195.5% | +987.9% | -792.4% | +222.3% |
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