-50.5%
GME vs BURL
-12.4%
-38.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +0.2% |
| 7D | +5.8% | +7.7% | -1.9% | +2.6% |
| 30D | -3.7% | -7.1% | +3.5% | -0.9% |
| 3M | +33.6% | -30.3% | +63.9% | +52.9% |
| 6M | +5.4% | -15.5% | +20.9% | +10.1% |
| YTD | +27.4% | -11.0% | +38.4% | +28.6% |
| 1Y | +19.0% | -8.4% | +27.4% | +17.1% |
| 3Y | +101.5% | +96.7% | +4.8% | +25.2% |
| 5Y | -50.5% | -14.1% | -36.4% | -62.3% |
| All | -50.5% | -12.4% | -38.1% | -62.3% |
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