+49.2%
GSK vs BURL
-11.0%
+60.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.1% |
| 7D | -1.8% | -2.8% | +1.0% | -1.7% |
| 30D | -2.2% | -28.2% | +26.0% | -0.5% |
| 3M | -1.8% | -17.6% | +15.8% | -0.9% |
| 6M | -10.6% | -11.8% | +1.2% | -10.1% |
| YTD | +4.4% | -8.1% | +12.6% | +4.8% |
| 1Y | +30.4% | -12.0% | +42.4% | +31.0% |
| 3Y | +60.1% | +63.3% | -3.2% | +53.8% |
| All | +49.2% | -11.0% | +60.2% | +43.7% |
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 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