+168.2%
GME vs BURL
+987.9%
-819.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -0.9% | -2.9% |
| 7D | +0.7% | +3.5% | -2.8% | -0.5% |
| 30D | -2.4% | -9.3% | +6.9% | +0.7% |
| 3M | +27.1% | -32.1% | +59.2% | +43.5% |
| 6M | -0.2% | -19.8% | +19.6% | +5.5% |
| YTD | +20.4% | -13.2% | +33.6% | +22.9% |
| 1Y | +9.8% | -7.8% | +17.6% | +8.7% |
| 3Y | +74.3% | +89.3% | -15.1% | +28.3% |
| 5Y | -54.7% | -15.8% | -38.8% | -58.4% |
| 10Y | +482.0% | +262.2% | +219.9% | +213.2% |
| All | +168.2% | +987.9% | -819.7% | +22.3% |
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 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