+14.7%
GTLB vs BURL
-9.5%
+24.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.6% | +1.3% |
| 7D | +11.1% | -2.8% | +13.8% | +10.9% |
| 30D | +37.8% | -28.2% | +66.0% | +35.9% |
| 3M | +61.6% | -17.6% | +79.2% | +60.4% |
| 6M | +98.9% | -11.8% | +110.7% | +96.4% |
| YTD | +32.8% | -8.1% | +40.9% | +31.8% |
| 1Y | +14.7% | -12.0% | +26.6% | +11.9% |
| All | +14.7% | -9.5% | +24.2% | +11.9% |
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