-60.6%
GNRC vs BURL
-17.2%
-43.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.1% |
| 7D | -10.7% | +4.1% | -14.8% | -12.3% |
| 30D | -20.1% | -9.5% | -10.7% | -17.6% |
| 3M | -16.3% | -33.5% | +17.2% | -4.0% |
| 6M | -33.9% | -22.1% | -11.8% | -29.0% |
| YTD | +29.6% | -14.6% | +44.2% | +34.4% |
| 1Y | +14.9% | -8.4% | +23.3% | +15.1% |
| 3Y | +72.5% | +86.6% | -14.0% | +23.6% |
| All | -60.6% | -17.2% | -43.4% | -67.6% |
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