+20.5%
GNRC vs BURL
-9.4%
+29.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +5.7% |
| 7D | -6.6% | +7.7% | -14.3% | -8.4% |
| 30D | -16.1% | -7.1% | -8.9% | -14.1% |
| 3M | -11.1% | -30.3% | +19.2% | -3.4% |
| 6M | -29.9% | -15.5% | -14.4% | -28.1% |
| YTD | +38.4% | -11.0% | +49.4% | +42.0% |
| All | +20.5% | -9.4% | +29.9% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling