+206.3%
GS vs BURL
+95.5%
+110.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.7% | -4.1% | +2.0% |
| 7D | +0.3% | +10.4% | -10.1% | -1.7% |
| 30D | +3.9% | -4.9% | +8.8% | +4.8% |
| 3M | -11.4% | -29.8% | +18.3% | -5.1% |
| 6M | +3.7% | -16.5% | +20.2% | +6.4% |
| YTD | +7.1% | -10.5% | +17.7% | +8.2% |
| 1Y | +19.7% | -5.3% | +25.0% | +18.9% |
| All | +206.3% | +95.5% | +110.8% | +189.8% |
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