+90.0%
GSK vs BURL
+987.9%
-897.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.2% |
| 7D | +3.6% | +3.5% | +0.1% | +3.2% |
| 30D | +8.2% | -9.3% | +17.5% | +9.1% |
| 3M | -1.2% | -32.1% | +30.9% | +2.4% |
| 6M | +1.9% | -19.8% | +21.7% | +3.7% |
| YTD | +5.5% | -13.2% | +18.7% | +6.4% |
| 1Y | +11.8% | -7.8% | +19.6% | +11.9% |
| 3Y | +64.5% | +89.3% | -24.8% | +49.8% |
| 5Y | +41.9% | -15.8% | +57.7% | +38.5% |
| 10Y | +105.1% | +262.2% | -157.1% | +66.0% |
| All | +90.0% | +987.9% | -897.9% | +44.8% |
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