-29.6%
GPN vs BURL
-7.3%
-22.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -1.7% | -10.3% | -11.6% |
| 7D | -7.1% | +0.4% | -7.6% | -7.2% |
| 30D | +7.7% | -4.3% | +12.1% | +8.7% |
| 3M | -0.1% | -28.8% | +28.7% | +8.3% |
| 6M | +29.4% | -12.8% | +42.2% | +32.7% |
| YTD | +15.1% | -12.8% | +27.9% | +17.6% |
| 1Y | +15.4% | -12.3% | +27.7% | +17.2% |
| 3Y | -16.5% | +92.7% | -109.2% | -32.8% |
| 5Y | -29.6% | -6.5% | -23.0% | -33.9% |
| All | -29.6% | -7.3% | -22.3% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling