+12.0%
GSK vs BURL
-10.6%
+22.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.8% |
| 3M | -0.9% | -31.6% | +30.7% | +2.2% |
| 6M | +3.5% | -16.6% | +20.1% | +5.1% |
| YTD | +7.2% | -12.1% | +19.3% | +9.1% |
| 1Y | +12.0% | -10.0% | +22.0% | +13.7% |
| All | +12.0% | -10.6% | +22.6% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling