+249.1%
GM vs BURL
+261.4%
-12.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | -0.2% | +2.6% |
| 7D | -0.3% | +7.7% | -8.0% | -2.9% |
| 30D | +8.4% | -7.1% | +15.5% | +11.1% |
| 3M | +2.6% | -30.3% | +32.9% | +15.8% |
| 6M | +14.3% | -15.5% | +29.8% | +19.7% |
| YTD | +11.0% | -11.0% | +21.9% | +13.4% |
| 1Y | +27.8% | -8.4% | +36.2% | +28.2% |
| 3Y | +246.7% | +96.7% | +150.0% | +144.4% |
| 5Y | +59.6% | -14.1% | +73.6% | +47.8% |
| 10Y | +249.1% | +255.1% | -5.9% | +106.2% |
| All | +249.1% | +261.4% | -12.3% | +106.2% |
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