+29.4%
GPN vs BURL
-13.8%
+43.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -1.7% | -10.3% | -11.7% |
| 7D | -7.1% | +0.4% | -7.6% | -7.2% |
| 30D | +7.7% | -4.3% | +12.1% | +8.9% |
| 3M | -0.1% | -28.8% | +28.7% | +10.2% |
| 6M | +29.4% | -12.8% | +42.2% | +37.5% |
| All | +29.4% | -13.8% | +43.2% | +37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling