-5.3%
BRO vs GAP
+10.4%
-15.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.0% | -3.6% | +3.3% |
| 7D | +12.4% | +8.0% | +4.5% | +11.2% |
| 30D | +21.6% | +2.7% | +18.9% | +21.0% |
| 3M | +4.3% | +16.0% | -11.7% | +2.1% |
| 6M | +29.2% | +2.0% | +27.2% | +27.4% |
| YTD | -6.4% | -4.4% | -1.9% | -7.0% |
| 1Y | -5.3% | +9.2% | -14.5% | -8.4% |
| All | -5.3% | +10.4% | -15.7% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling