+17.7%
GME vs BURL
-7.8%
+25.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.0% |
| 7D | +3.7% | +4.1% | -0.4% | +3.6% |
| 30D | +2.2% | -9.5% | +11.7% | +2.2% |
| 3M | +30.6% | -33.5% | +64.1% | +31.1% |
| 6M | -0.2% | -22.1% | +21.9% | -0.1% |
| YTD | +25.1% | -14.6% | +39.7% | +26.1% |
| 1Y | +17.7% | -8.4% | +26.0% | +19.7% |
| All | +17.7% | -7.8% | +25.5% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling