+28.2%
GPN vs BURL
+217.6%
-189.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | 0.0% |
| 7D | +0.8% | -2.8% | +3.6% | +1.6% |
| 30D | +5.8% | -28.2% | +33.9% | +17.3% |
| 3M | +37.0% | -17.6% | +54.6% | +45.3% |
| 6M | +20.1% | -11.8% | +31.9% | +23.9% |
| YTD | +20.4% | -8.1% | +28.6% | +22.2% |
| 1Y | +7.4% | -12.0% | +19.4% | +9.3% |
| 3Y | -26.1% | +63.3% | -89.4% | -41.5% |
| 5Y | -38.5% | -10.8% | -27.7% | -42.6% |
| All | +28.2% | +217.6% | -189.4% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling