+285.2%
BRO vs GPC
+86.4%
+198.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -7.3% | -3.2% | -4.1% | -6.2% |
| 30D | -6.9% | +0.5% | -7.4% | -7.0% |
| 3M | +10.7% | +31.7% | -21.1% | -0.4% |
| 6M | -2.7% | +24.7% | -27.4% | -10.9% |
| YTD | -16.3% | +11.8% | -28.1% | -21.0% |
| 1Y | -29.1% | -3.0% | -26.1% | -29.3% |
| 3Y | -7.8% | -1.1% | -6.7% | -12.2% |
| 5Y | +18.7% | +30.5% | -11.8% | -1.1% |
| All | +285.2% | +86.4% | +198.8% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling