+86.3%
GNRC vs BURL
+94.4%
-8.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | +11.9% | +0.4% | +11.5% | +11.8% |
| 30D | -10.0% | -4.3% | -5.6% | -9.1% |
| 3M | -13.1% | -28.8% | +15.7% | -5.3% |
| 6M | -28.5% | -12.8% | -15.6% | -26.7% |
| YTD | +41.4% | -12.8% | +54.2% | +44.9% |
| 1Y | +18.8% | -12.3% | +31.0% | +20.9% |
| All | +86.3% | +94.4% | -8.1% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling