+52.1%
GPN vs BURL
+247.8%
-195.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.3% |
| 7D | +3.7% | +5.9% | -2.2% | +1.6% |
| 30D | +23.6% | -8.3% | +31.9% | +26.6% |
| 3M | +18.3% | -31.6% | +49.9% | +32.3% |
| 6M | +47.8% | -16.6% | +64.4% | +54.4% |
| YTD | +32.6% | -12.1% | +44.6% | +35.5% |
| 1Y | +36.0% | -10.0% | +46.0% | +36.9% |
| 3Y | -3.9% | +94.3% | -98.1% | -28.6% |
| 5Y | -19.4% | -13.2% | -6.2% | -24.5% |
| 10Y | +52.1% | +252.5% | -200.4% | +5.8% |
| All | +52.1% | +247.8% | -195.8% | +5.8% |
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