-7.8%
BRO vs GGLL
+240.6%
-248.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.6% | -0.2% |
| 7D | -7.3% | -0.3% | -7.0% | -7.3% |
| 30D | -6.9% | -4.0% | -2.9% | -6.9% |
| 3M | +10.7% | -15.5% | +26.2% | +10.5% |
| 6M | -2.7% | +7.6% | -10.3% | -2.7% |
| YTD | -16.3% | +2.0% | -18.3% | -16.4% |
| 1Y | -29.1% | +63.9% | -93.0% | -29.5% |
| 3Y | -7.8% | +239.7% | -247.5% | -14.0% |
| All | -7.8% | +240.6% | -248.4% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling