-58.7%
GLXY vs BURL
-5.1%
-53.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.9% | -4.1% | -6.9% |
| 7D | -28.4% | +3.5% | -31.9% | -28.5% |
| 30D | -41.4% | -9.3% | -32.1% | -40.1% |
| 3M | -31.9% | -32.1% | +0.2% | -26.9% |
| 6M | -57.2% | -19.8% | -37.4% | -56.5% |
| YTD | -41.9% | -13.2% | -28.8% | -41.0% |
| 1Y | -58.7% | -7.8% | -50.9% | -57.8% |
| All | -58.7% | -5.1% | -53.6% | -57.8% |
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