+59.0%
GNRC vs BURL
+63.9%
-4.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +1.7% |
| 7D | +1.9% | -2.8% | +4.7% | +2.7% |
| 30D | -13.8% | -28.2% | +14.3% | -6.0% |
| 3M | -32.6% | -17.6% | -15.1% | -29.5% |
| 6M | -15.2% | -11.8% | -3.4% | -13.0% |
| YTD | +37.4% | -8.1% | +45.5% | +39.3% |
| 1Y | +5.1% | -12.0% | +17.1% | +7.2% |
| All | +59.0% | +63.9% | -4.9% | +44.2% |
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 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