-52.0%
GTLB vs BURL
+5.3%
-57.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.6% | 0.0% |
| 7D | +11.1% | -2.8% | +13.8% | +12.0% |
| 30D | +37.8% | -28.2% | +66.0% | +55.9% |
| 3M | +61.6% | -17.6% | +79.2% | +72.1% |
| 6M | +98.9% | -11.8% | +110.7% | +103.1% |
| YTD | +32.8% | -8.1% | +40.9% | +32.3% |
| 1Y | +14.7% | -12.0% | +26.6% | +14.3% |
| 3Y | +1.3% | +63.3% | -62.0% | -30.0% |
| All | -52.0% | +5.3% | -57.3% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling