+7.4%
GPN vs BURL
-9.5%
+16.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.4% |
| 7D | +0.8% | -2.8% | +3.6% | +1.3% |
| 30D | +5.8% | -28.2% | +33.9% | +12.5% |
| 3M | +37.0% | -17.6% | +54.6% | +42.5% |
| 6M | +20.1% | -11.8% | +31.9% | +23.9% |
| YTD | +20.4% | -8.1% | +28.6% | +23.8% |
| 1Y | +7.4% | -12.0% | +19.4% | +10.7% |
| All | +7.4% | -9.5% | +16.9% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling