-54.1%
GTLB vs BURL
-3.6%
-50.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.5% | +2.3% |
| 7D | -0.7% | -1.6% | +0.8% | -0.3% |
| 30D | -10.2% | -7.7% | -2.5% | -7.7% |
| 3M | +10.1% | -31.7% | +41.8% | +26.1% |
| 6M | +116.5% | -15.2% | +131.6% | +124.4% |
| YTD | +27.2% | -15.9% | +43.1% | +30.3% |
| 1Y | +8.6% | -14.2% | +22.8% | +8.8% |
| 3Y | +5.6% | +93.5% | -87.9% | -35.3% |
| 5Y | -61.8% | -9.9% | -51.9% | -65.0% |
| All | -54.1% | -3.6% | -50.4% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling