+87.9%
GM vs BURL
-11.0%
+98.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.1% |
| 7D | +1.9% | -2.8% | +4.7% | +2.7% |
| 30D | -1.4% | -28.2% | +26.8% | +7.9% |
| 3M | +5.9% | -17.6% | +23.5% | +11.3% |
| 6M | +12.4% | -11.8% | +24.2% | +15.3% |
| YTD | +8.6% | -8.1% | +16.8% | +9.9% |
| 1Y | +52.6% | -12.0% | +64.6% | +55.0% |
| 3Y | +169.7% | +63.3% | +106.4% | +119.0% |
| All | +87.9% | -11.0% | +98.9% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling