+19.4%
BRO vs GME
-56.3%
+75.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.3% |
| 7D | -7.3% | +10.4% | -17.7% | -7.5% |
| 30D | -6.9% | +14.1% | -20.9% | -7.1% |
| 3M | +10.7% | -4.6% | +15.3% | +10.7% |
| 6M | -2.7% | -13.5% | +10.8% | -2.5% |
| YTD | -16.3% | +5.3% | -21.7% | -16.5% |
| 1Y | -29.1% | -14.9% | -14.2% | -29.0% |
| 3Y | -7.8% | +24.3% | -32.1% | -13.0% |
| All | +19.4% | -56.3% | +75.7% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling