+351.2%
GNRC vs BURL
+247.8%
+103.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.3% |
| 7D | -13.1% | +5.9% | -19.0% | -15.0% |
| 30D | -19.2% | -8.3% | -10.9% | -17.2% |
| 3M | -11.8% | -31.6% | +19.8% | -0.6% |
| 6M | -32.5% | -16.6% | -15.9% | -29.4% |
| YTD | +33.3% | -12.1% | +45.4% | +36.8% |
| 1Y | +16.0% | -10.0% | +26.0% | +17.3% |
| 3Y | +75.5% | +94.3% | -18.7% | +30.5% |
| 5Y | -58.7% | -13.2% | -45.5% | -62.0% |
| 10Y | +351.2% | +252.5% | +98.7% | +195.2% |
| All | +351.2% | +247.8% | +103.3% | +195.2% |
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