-3.9%
GPN vs BURL
+94.5%
-98.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.2% |
| 7D | +3.7% | +5.9% | -2.2% | +2.2% |
| 30D | +23.6% | -8.3% | +31.9% | +25.8% |
| 3M | +18.3% | -31.6% | +49.9% | +28.7% |
| 6M | +47.8% | -16.6% | +64.4% | +53.0% |
| YTD | +32.6% | -12.1% | +44.6% | +35.3% |
| 1Y | +36.0% | -10.0% | +46.0% | +37.4% |
| 3Y | -3.9% | +94.3% | -98.1% | -10.9% |
| All | -3.9% | +94.5% | -98.4% | -10.9% |
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 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