+432.5%
GNRC vs BURL
+206.3%
+226.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.3% | +2.8% |
| 7D | +4.8% | -2.6% | +7.4% | +5.7% |
| 30D | -10.4% | -30.8% | +20.4% | +1.0% |
| 3M | -28.5% | -18.7% | -9.8% | -23.9% |
| 6M | -6.8% | -16.4% | +9.7% | -2.1% |
| YTD | +39.5% | -11.6% | +51.1% | +43.6% |
| 1Y | +3.4% | -12.0% | +15.4% | +5.6% |
| 3Y | +65.1% | +63.6% | +1.5% | +30.9% |
| 5Y | -57.1% | -12.6% | -44.5% | -60.4% |
| 10Y | +432.5% | +206.5% | +226.0% | +257.3% |
| All | +432.5% | +206.3% | +226.2% | +257.3% |
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 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