+285.2%
BRO vs GFI
+1,066.8%
-781.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | -7.3% | -4.9% | -2.5% | -7.3% |
| 30D | -6.9% | +10.7% | -17.6% | -7.0% |
| 3M | +10.7% | +25.6% | -15.0% | +10.2% |
| 6M | -2.7% | -8.3% | +5.6% | -2.6% |
| YTD | -16.3% | +6.3% | -22.6% | -16.7% |
| 1Y | -29.1% | +22.1% | -51.2% | -29.8% |
| 3Y | -7.8% | +289.2% | -297.0% | -12.5% |
| 5Y | +18.7% | +531.7% | -512.9% | +10.5% |
| All | +285.2% | +1,066.8% | -781.7% | +274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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