-52.8%
GTLB vs BURL
-0.5%
-52.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.5% | -5.3% |
| 7D | -13.5% | +3.5% | -17.0% | -14.7% |
| 30D | -5.1% | -9.3% | +4.2% | -1.7% |
| 3M | +35.5% | -32.1% | +67.6% | +55.8% |
| 6M | +97.2% | -19.8% | +117.0% | +109.6% |
| YTD | +30.5% | -13.2% | +43.7% | +32.2% |
| 1Y | +6.9% | -7.8% | +14.7% | +4.1% |
| 3Y | +15.7% | +89.3% | -73.7% | -27.7% |
| 5Y | -60.3% | -15.8% | -44.5% | -62.7% |
| All | -52.8% | -0.5% | -52.4% | -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