+30.9%
GPN vs BURL
-9.4%
+40.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -0.3% |
| 7D | -1.9% | +7.7% | -9.6% | -3.1% |
| 30D | +18.9% | -7.1% | +26.1% | +20.5% |
| 3M | +13.8% | -30.3% | +44.1% | +22.5% |
| 6M | +42.3% | -15.5% | +57.8% | +47.2% |
| YTD | +27.6% | -11.0% | +38.5% | +32.7% |
| All | +30.9% | -9.4% | +40.3% | +35.8% |
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 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