+101.8%
GSK vs BURL
+247.8%
-146.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | +5.2% | +5.9% | -0.7% | +4.6% |
| 30D | +10.2% | -8.3% | +18.5% | +11.0% |
| 3M | -0.9% | -31.6% | +30.7% | +2.5% |
| 6M | +3.5% | -16.6% | +20.1% | +4.9% |
| YTD | +7.2% | -12.1% | +19.3% | +8.0% |
| 1Y | +12.0% | -10.0% | +22.0% | +12.4% |
| 3Y | +67.3% | +94.3% | -27.0% | +51.9% |
| 5Y | +45.3% | -13.2% | +58.5% | +41.8% |
| 10Y | +101.8% | +252.5% | -150.7% | +81.1% |
| All | +101.8% | +247.8% | -146.1% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling