+267.2%
GPN vs BURL
+970.5%
-703.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.0% |
| 7D | +0.6% | +4.1% | -3.5% | -0.8% |
| 30D | +20.1% | -9.5% | +29.6% | +23.3% |
| 3M | +11.4% | -33.5% | +44.9% | +24.5% |
| 6M | +40.8% | -22.1% | +62.9% | +49.6% |
| YTD | +27.1% | -14.6% | +41.7% | +30.9% |
| 1Y | +29.2% | -8.4% | +37.6% | +29.4% |
| 3Y | -9.4% | +86.6% | -95.9% | -29.5% |
| 5Y | -25.1% | -17.2% | -8.0% | -28.9% |
| 10Y | +46.1% | +256.4% | -210.3% | -2.7% |
| All | +267.2% | +970.5% | -703.4% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling