+6.5%
BRO vs FGI
-66.2%
+72.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.4% | -9.7% | -0.3% |
| 7D | -8.6% | +22.8% | -31.4% | -8.6% |
| 30D | -6.9% | +85.9% | -92.9% | -7.1% |
| 3M | +10.5% | +32.4% | -21.9% | +10.3% |
| 6M | -2.8% | +106.3% | -109.1% | -3.3% |
| YTD | -16.1% | +48.4% | -64.6% | -16.4% |
| 1Y | -27.6% | +116.4% | -144.0% | -28.6% |
| 3Y | -7.3% | +9.2% | -16.4% | -8.0% |
| All | +6.5% | -66.2% | +72.7% | +8.2% |
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