-7.8%
BRO vs GME
+18.5%
-26.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.2% |
| 7D | -7.3% | +10.4% | -17.7% | -7.3% |
| 30D | -6.9% | +14.1% | -20.9% | -6.8% |
| 3M | +10.7% | -4.6% | +15.3% | +10.7% |
| 6M | -2.7% | -13.5% | +10.8% | -2.7% |
| YTD | -16.3% | +5.3% | -21.7% | -16.3% |
| 1Y | -29.1% | -14.9% | -14.2% | -29.1% |
| 3Y | -7.8% | +24.3% | -32.1% | -4.8% |
| All | -7.8% | +18.5% | -26.3% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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