+223.6%
GM vs BURL
+970.5%
-746.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.0% |
| 7D | -1.4% | +4.1% | -5.5% | -2.6% |
| 30D | +6.4% | -9.5% | +15.8% | +9.7% |
| 3M | -0.7% | -33.5% | +32.8% | +12.4% |
| 6M | +9.9% | -22.1% | +32.0% | +17.7% |
| YTD | +6.7% | -14.6% | +21.2% | +10.3% |
| 1Y | +26.2% | -8.4% | +34.6% | +26.7% |
| 3Y | +205.0% | +86.6% | +118.5% | +129.7% |
| 5Y | +53.6% | -17.2% | +70.8% | +44.3% |
| 10Y | +233.4% | +256.4% | -23.0% | +115.8% |
| All | +223.6% | +970.5% | -746.9% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling