+6.3%
BRO vs FGI
-66.8%
+73.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.2% |
| 7D | -7.3% | +12.1% | -19.5% | -7.3% |
| 30D | -6.9% | +75.7% | -82.5% | -7.1% |
| 3M | +10.7% | +31.7% | -21.0% | +10.5% |
| 6M | -2.7% | +111.5% | -114.1% | -3.2% |
| YTD | -16.3% | +45.8% | -62.1% | -16.6% |
| 1Y | -29.1% | +112.5% | -141.6% | -30.0% |
| 3Y | -7.8% | +8.5% | -16.3% | -8.7% |
| All | +6.3% | -66.8% | +73.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling