+220.1%
GLD vs BURL
+1,051.1%
-831.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.5% | -0.8% |
| 7D | -0.5% | -2.8% | +2.3% | -0.5% |
| 30D | +4.4% | -28.2% | +32.6% | +4.3% |
| 3M | -1.1% | -17.6% | +16.5% | -1.2% |
| 6M | -13.8% | -11.8% | -2.0% | -13.8% |
| YTD | +2.6% | -8.1% | +10.8% | +2.7% |
| 1Y | +24.5% | -12.0% | +36.5% | +24.5% |
| 3Y | +125.8% | +63.3% | +62.5% | +127.2% |
| 5Y | +137.8% | -10.8% | +148.6% | +136.8% |
| 10Y | +221.4% | +215.9% | +5.5% | +234.7% |
| All | +220.1% | +1,051.1% | -831.0% | +249.2% |
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