+12.6%
GTLB vs BURL
-4.6%
+17.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | +0.3% |
| 7D | -9.7% | +10.4% | -20.1% | -9.3% |
| 30D | +1.7% | -4.9% | +6.6% | +1.6% |
| 3M | +43.6% | -29.8% | +73.3% | +41.6% |
| 6M | +113.0% | -16.5% | +129.4% | +108.9% |
| YTD | +39.5% | -10.5% | +50.1% | +37.8% |
| 1Y | +12.6% | -5.3% | +17.9% | +11.6% |
| All | +12.6% | -4.6% | +17.2% | +11.6% |
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