+112.6%
GME vs BURL
+1,051.1%
-938.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.2% |
| 7D | +7.2% | -2.8% | +10.0% | +8.1% |
| 30D | +0.8% | -28.2% | +29.0% | +12.1% |
| 3M | -14.0% | -17.6% | +3.6% | -8.9% |
| 6M | -19.7% | -11.8% | -8.0% | -17.8% |
| YTD | -4.6% | -8.1% | +3.6% | -4.0% |
| 1Y | -14.3% | -12.0% | -2.4% | -13.7% |
| 3Y | +4.0% | +63.3% | -59.3% | -19.0% |
| 5Y | -62.2% | -10.8% | -51.4% | -65.9% |
| 10Y | +241.4% | +215.9% | +25.5% | +90.6% |
| All | +112.6% | +1,051.1% | -938.5% | -4.4% |
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