-63.3%
GTLB vs BURL
-17.2%
-46.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.2% |
| 7D | -11.1% | +4.1% | -15.2% | -12.5% |
| 30D | -7.5% | -9.5% | +2.0% | -4.1% |
| 3M | +34.8% | -33.5% | +68.3% | +56.4% |
| 6M | +98.0% | -22.1% | +120.1% | +112.9% |
| YTD | +28.1% | -14.6% | +42.7% | +30.6% |
| 1Y | +5.6% | -8.4% | +13.9% | +2.9% |
| 3Y | +15.9% | +86.6% | -70.6% | -27.5% |
| All | -63.3% | -17.2% | -46.1% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling