-43.1%
GLXY vs BURL
-5.6%
-37.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.9% | -4.1% | -6.5% |
| 7D | -28.4% | +3.5% | -31.9% | -29.0% |
| 30D | -41.4% | -9.3% | -32.1% | -39.8% |
| 3M | -31.9% | -32.1% | +0.2% | -24.5% |
| 6M | -57.2% | -19.8% | -37.4% | -55.7% |
| YTD | -41.9% | -13.2% | -28.8% | -41.3% |
| 1Y | -58.7% | -7.8% | -50.9% | -59.8% |
| All | -43.1% | -5.6% | -37.5% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling