-7.4%
BRO vs FGI
-1.2%
-6.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.4% |
| 7D | -7.6% | +14.7% | -22.3% | -7.6% |
| 30D | -6.9% | +67.0% | -73.8% | -6.4% |
| 3M | +12.8% | +31.0% | -18.2% | +13.2% |
| 6M | -5.9% | +126.8% | -132.7% | -5.0% |
| YTD | -15.9% | +35.6% | -51.5% | -15.2% |
| 1Y | -28.1% | +108.9% | -137.1% | -27.2% |
| All | -7.4% | -1.2% | -6.1% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling