+342.1%
GNRC vs BURL
+1,051.1%
-709.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +1.5% |
| 7D | +1.9% | -2.8% | +4.7% | +2.8% |
| 30D | -13.8% | -28.2% | +14.3% | -4.6% |
| 3M | -32.6% | -17.6% | -15.1% | -28.8% |
| 6M | -15.2% | -11.8% | -3.4% | -12.6% |
| YTD | +37.4% | -8.1% | +45.5% | +39.6% |
| 1Y | +5.1% | -12.0% | +17.1% | +7.3% |
| 3Y | +57.5% | +63.3% | -5.8% | +27.1% |
| 5Y | -58.7% | -10.8% | -47.9% | -61.8% |
| 10Y | +395.5% | +215.9% | +179.6% | +216.3% |
| All | +342.1% | +1,051.1% | -709.0% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling