-40.1%
GLXY vs BURL
-7.1%
-33.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +5.5% |
| 7D | -14.6% | +4.1% | -18.7% | -15.6% |
| 30D | -36.2% | -9.5% | -26.7% | -34.6% |
| 3M | -30.1% | -33.5% | +3.4% | -22.1% |
| 6M | -56.1% | -22.1% | -34.0% | -54.2% |
| YTD | -38.9% | -14.6% | -24.3% | -38.0% |
| 1Y | -55.0% | -8.4% | -46.7% | -56.3% |
| All | -40.1% | -7.1% | -33.0% | -45.5% |
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