-63.7%
GTLB vs BURL
-14.7%
-49.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | -10.9% | +5.9% | -16.8% | -13.0% |
| 30D | -15.3% | -8.3% | -7.0% | -12.7% |
| 3M | +14.6% | -31.6% | +46.2% | +31.5% |
| 6M | +79.6% | -16.6% | +96.2% | +88.0% |
| YTD | +24.3% | -12.1% | +36.4% | +25.3% |
| 1Y | +1.0% | -10.0% | +11.0% | -0.5% |
| 3Y | +4.6% | +94.3% | -89.7% | -35.8% |
| 5Y | -63.7% | -13.2% | -50.5% | -67.7% |
| All | -63.7% | -14.7% | -49.1% | -67.7% |
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