+4.4%
BRO vs GGLL
+327.4%
-322.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.6% | -0.3% |
| 7D | -7.3% | -0.3% | -7.0% | -7.3% |
| 30D | -6.9% | -4.0% | -2.9% | -6.8% |
| 3M | +10.7% | -15.5% | +26.2% | +10.9% |
| 6M | -2.7% | +7.6% | -10.3% | -3.4% |
| YTD | -16.3% | +2.0% | -18.3% | -16.9% |
| 1Y | -29.1% | +63.9% | -93.0% | -31.4% |
| 3Y | -7.8% | +239.7% | -247.5% | -19.4% |
| All | +4.4% | +327.4% | -322.9% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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