+88.0%
GSK vs BURL
+1,051.1%
-963.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.2% |
| 7D | -1.8% | -2.8% | +1.0% | -1.6% |
| 30D | -2.2% | -28.2% | +26.0% | +0.9% |
| 3M | -1.8% | -17.6% | +15.8% | -0.1% |
| 6M | -10.6% | -11.8% | +1.2% | -9.8% |
| YTD | +4.4% | -8.1% | +12.6% | +4.9% |
| 1Y | +30.4% | -12.0% | +42.4% | +31.1% |
| 3Y | +60.1% | +63.3% | -3.2% | +48.2% |
| 5Y | +46.8% | -10.8% | +57.6% | +42.5% |
| 10Y | +79.2% | +215.9% | -136.7% | +47.4% |
| All | +88.0% | +1,051.1% | -963.1% | +42.7% |
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 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