+3.4%
GNRC vs BURL
-12.4%
+15.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.3% | +2.5% |
| 7D | +4.8% | -2.6% | +7.4% | +5.5% |
| 30D | -10.4% | -30.8% | +20.4% | -1.8% |
| 3M | -28.5% | -18.7% | -9.8% | -25.4% |
| 6M | -6.8% | -16.4% | +9.7% | -3.5% |
| YTD | +39.5% | -11.6% | +51.1% | +43.1% |
| 1Y | +3.4% | -12.0% | +15.4% | +3.8% |
| All | +3.4% | -12.4% | +15.8% | +3.8% |
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