+792.3%
BRO vs GNRC
+2,082.9%
-1,290.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.7% |
| 7D | -7.3% | -0.2% | -7.1% | -7.3% |
| 30D | -6.9% | -15.7% | +8.9% | -4.5% |
| 3M | +10.7% | -27.3% | +38.0% | +15.1% |
| 6M | -2.7% | -12.1% | +9.4% | -3.1% |
| YTD | -16.3% | +37.1% | -53.4% | -23.5% |
| 1Y | -29.1% | -0.5% | -28.6% | -31.9% |
| 3Y | -7.8% | +61.5% | -69.4% | -21.5% |
| 5Y | +18.7% | -58.6% | +77.3% | +25.1% |
| 10Y | +291.9% | +446.3% | -154.4% | +133.5% |
| All | +792.3% | +2,082.9% | -1,290.6% | +263.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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