+229.5%
GM vs BURL
+87.4%
+142.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.5% |
| 7D | -0.2% | -1.6% | +1.4% | +0.2% |
| 30D | +3.6% | -7.7% | +11.3% | +5.3% |
| 3M | -0.2% | -31.7% | +31.4% | +7.7% |
| 6M | +13.9% | -15.2% | +29.1% | +17.2% |
| YTD | +6.5% | -15.9% | +22.4% | +9.6% |
| 1Y | +20.7% | -14.2% | +34.9% | +23.2% |
| 3Y | +229.5% | +93.5% | +136.0% | +222.6% |
| All | +229.5% | +87.4% | +142.0% | +222.6% |
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