+649.9%
GS vs BURL
+1,021.0%
-371.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.7% | -4.1% | +1.6% |
| 7D | +0.3% | +10.4% | -10.1% | -2.2% |
| 30D | +3.9% | -4.9% | +8.8% | +5.0% |
| 3M | -11.4% | -29.8% | +18.3% | -3.8% |
| 6M | +3.7% | -16.5% | +20.2% | +7.2% |
| YTD | +7.1% | -10.5% | +17.7% | +8.6% |
| 1Y | +19.7% | -5.3% | +25.0% | +18.9% |
| 3Y | +202.8% | +95.1% | +107.8% | +141.6% |
| 5Y | +156.7% | -12.1% | +168.8% | +141.2% |
| 10Y | +548.7% | +273.2% | +275.5% | +338.8% |
| All | +649.9% | +1,021.0% | -371.0% | +354.5% |
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 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