+25,535.4%
BRO vs GFI
+650.5%
+24,885.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | -7.3% | -4.9% | -2.5% | -7.2% |
| 30D | -6.9% | +10.7% | -17.6% | -7.1% |
| 3M | +10.7% | +25.6% | -15.0% | +10.0% |
| 6M | -2.7% | -8.3% | +5.6% | -2.7% |
| YTD | -16.3% | +6.3% | -22.6% | -16.8% |
| 1Y | -29.1% | +22.1% | -51.2% | -29.8% |
| 3Y | -7.8% | +289.2% | -297.0% | -11.8% |
| 5Y | +18.7% | +531.7% | -512.9% | +11.6% |
| 10Y | +291.9% | +1,043.8% | -751.9% | +258.8% |
| All | +25,535.4% | +650.5% | +24,885.0% | +23,129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling