+15.9%
GTLB vs BURL
+86.7%
-70.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | -11.1% | +4.1% | -15.2% | -11.7% |
| 30D | -7.5% | -9.5% | +2.0% | -6.0% |
| 3M | +34.8% | -33.5% | +68.3% | +44.2% |
| 6M | +98.0% | -22.1% | +120.1% | +104.3% |
| YTD | +28.1% | -14.6% | +42.7% | +28.8% |
| 1Y | +5.6% | -8.4% | +13.9% | +3.8% |
| 3Y | +15.9% | +86.6% | -70.6% | +17.1% |
| All | +15.9% | +86.7% | -70.8% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling