+185.7%
GS vs BURL
-11.0%
+196.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.6% | -0.5% |
| 7D | +0.9% | -2.8% | +3.7% | +1.5% |
| 30D | -1.6% | -28.2% | +26.6% | +5.5% |
| 3M | -4.5% | -17.6% | +13.1% | -0.9% |
| 6M | +20.9% | -11.8% | +32.7% | +23.1% |
| YTD | +19.9% | -8.1% | +28.0% | +20.9% |
| 1Y | +41.4% | -12.0% | +53.4% | +43.1% |
| 3Y | +239.2% | +63.3% | +175.9% | +195.5% |
| All | +185.7% | -11.0% | +196.7% | +173.1% |
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