+0.2%
GTLB vs BURL
+63.9%
-63.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.6% | +0.6% |
| 7D | +11.1% | -2.8% | +13.8% | +11.5% |
| 30D | +37.8% | -28.2% | +66.0% | +46.2% |
| 3M | +61.6% | -17.6% | +79.2% | +66.5% |
| 6M | +98.9% | -11.8% | +110.7% | +100.5% |
| YTD | +32.8% | -8.1% | +40.9% | +32.1% |
| 1Y | +14.7% | -12.0% | +26.6% | +14.6% |
| All | +0.2% | +63.9% | -63.7% | -5.6% |
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 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