+7.6%
BRO vs GGLL
+328.4%
-320.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.5% | -4.5% |
| 7D | -5.4% | +1.9% | -7.2% | -5.4% |
| 30D | -4.3% | -9.7% | +5.4% | -4.1% |
| 3M | +17.8% | -18.0% | +35.8% | +18.2% |
| 6M | -6.8% | +15.3% | -22.0% | -7.7% |
| YTD | -13.8% | +2.2% | -16.0% | -14.4% |
| 1Y | -27.8% | +73.1% | -100.9% | -30.4% |
| 3Y | -4.7% | +242.7% | -247.4% | -16.8% |
| All | +7.6% | +328.4% | -320.8% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling