+23.4%
GPN vs BURL
-15.0%
+38.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.6% | +7.8% | +4.8% |
| 7D | -5.6% | -1.6% | -4.1% | -5.4% |
| 30D | +13.6% | -7.7% | +21.4% | +15.1% |
| 3M | -2.8% | -31.7% | +28.8% | +4.6% |
| 6M | +38.1% | -15.2% | +53.2% | +42.8% |
| YTD | +19.9% | -15.9% | +35.8% | +25.9% |
| 1Y | +23.4% | -14.2% | +37.6% | +29.6% |
| All | +23.4% | -15.0% | +38.5% | +29.6% |
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