-9.4%
GPN vs BURL
+86.7%
-96.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.9% |
| 7D | +0.6% | +4.1% | -3.5% | -0.4% |
| 30D | +20.1% | -9.5% | +29.6% | +22.7% |
| 3M | +11.4% | -33.5% | +44.9% | +22.0% |
| 6M | +40.8% | -22.1% | +62.9% | +48.0% |
| YTD | +27.1% | -14.6% | +41.7% | +30.6% |
| 1Y | +29.2% | -8.4% | +37.6% | +29.9% |
| 3Y | -9.4% | +86.6% | -95.9% | -16.0% |
| All | -9.4% | +86.7% | -96.1% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling