-56.1%
GNRC vs BURL
-10.8%
-45.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | +0.2% |
| 7D | +7.9% | -1.6% | +9.5% | +8.6% |
| 30D | -3.7% | -7.7% | +4.1% | -1.3% |
| 3M | -11.9% | -31.7% | +19.7% | +0.4% |
| 6M | -28.6% | -15.2% | -13.5% | -25.6% |
| YTD | +39.9% | -15.9% | +55.8% | +46.0% |
| 1Y | +23.4% | -14.2% | +37.6% | +26.7% |
| 3Y | +84.2% | +93.5% | -9.3% | +28.8% |
| All | -56.1% | -10.8% | -45.3% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling