+490.4%
GME vs BURL
+252.7%
+237.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.5% |
| 7D | +3.7% | +4.1% | -0.4% | +2.2% |
| 30D | +2.2% | -9.5% | +11.7% | +5.6% |
| 3M | +30.6% | -33.5% | +64.1% | +49.2% |
| 6M | -0.2% | -22.1% | +21.9% | +6.8% |
| YTD | +25.1% | -14.6% | +39.7% | +28.4% |
| 1Y | +17.7% | -8.4% | +26.0% | +16.4% |
| 3Y | +85.7% | +86.6% | -0.9% | +34.2% |
| 5Y | -52.9% | -17.2% | -35.7% | -57.3% |
| All | +490.4% | +252.7% | +237.7% | +197.8% |
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