+13.6%
BRO vs FGI
-66.3%
+79.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.2% |
| 7D | -5.1% | +13.5% | -18.7% | -5.2% |
| 30D | +10.4% | +17.1% | -6.7% | +10.4% |
| 3M | -0.5% | +78.0% | -78.5% | -0.7% |
| 6M | +27.1% | +46.4% | -19.3% | +26.9% |
| YTD | -10.6% | +47.7% | -58.3% | -10.9% |
| 1Y | -11.1% | +56.8% | -67.9% | -11.7% |
| 3Y | -1.0% | +12.3% | -13.2% | -1.9% |
| All | +13.6% | -66.3% | +79.9% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling