+2.8%
GLDM vs BURL
-5.1%
+7.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.0% |
| 7D | +1.9% | +3.5% | -1.6% | +1.7% |
| 30D | -1.7% | -9.3% | +7.6% | -1.3% |
| 3M | -3.5% | -32.1% | +28.6% | -1.8% |
| 6M | -10.1% | -19.8% | +9.7% | -9.5% |
| YTD | -5.0% | -13.2% | +8.1% | -4.2% |
| 1Y | +2.8% | -7.8% | +10.6% | +3.7% |
| All | +2.8% | -5.1% | +7.9% | +3.7% |
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