+19.4%
BRO vs GFI
+538.3%
-518.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -7.3% | -2.7% | -4.6% | -7.3% |
| 30D | -6.9% | +13.2% | -20.1% | -6.9% |
| 3M | +10.7% | +28.5% | -17.8% | +10.5% |
| 6M | -2.7% | -6.2% | +3.5% | -2.5% |
| YTD | -16.3% | +8.7% | -25.0% | -16.7% |
| 1Y | -29.1% | +24.8% | -53.9% | -29.9% |
| 3Y | -7.8% | +298.0% | -305.9% | -14.2% |
| All | +19.4% | +538.3% | -518.9% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling