+0.1%
BRO vs GGLL
+166.5%
-166.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +1.9% |
| 7D | -0.3% | +7.7% | -7.9% | -0.1% |
| 30D | +11.3% | -30.2% | +41.5% | +10.7% |
| 3M | +0.7% | -31.3% | +32.0% | +0.1% |
| 6M | +32.9% | -52.1% | +85.0% | +31.2% |
| YTD | -8.8% | -25.9% | +17.0% | -9.2% |
| 1Y | -9.2% | -8.5% | -0.8% | -9.5% |
| 3Y | +0.1% | +165.5% | -165.5% | -3.4% |
| All | +0.1% | +166.5% | -166.5% | -3.4% |
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 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