-28.5%
GNRC vs BURL
-15.6%
-12.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.8% | +6.5% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | -11.2% | -4.4% | -6.7% | -9.5% |
| 3M | -10.1% | -28.6% | +18.4% | -4.8% |
| 6M | -28.5% | -12.3% | -16.2% | -30.0% |
| All | -28.5% | -15.6% | -12.9% | -30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling