-55.0%
GLXY vs BURL
-7.8%
-47.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +5.3% |
| 7D | -14.6% | +4.1% | -18.7% | -15.0% |
| 30D | -36.2% | -9.5% | -26.7% | -34.9% |
| 3M | -30.1% | -33.5% | +3.4% | -24.9% |
| 6M | -56.1% | -22.1% | -34.0% | -55.1% |
| YTD | -38.9% | -14.6% | -24.3% | -37.8% |
| 1Y | -55.0% | -8.4% | -46.7% | -54.1% |
| All | -55.0% | -7.8% | -47.2% | -54.1% |
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