+25,667.1%
BRO vs GPC
+2,291.6%
+23,375.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.7% |
| 7D | -7.6% | -0.6% | -7.0% | -7.4% |
| 30D | -6.9% | +1.3% | -8.2% | -7.3% |
| 3M | +12.8% | +37.1% | -24.3% | +0.3% |
| 6M | -5.9% | +23.2% | -29.0% | -13.3% |
| YTD | -15.9% | +13.1% | -29.0% | -20.7% |
| 1Y | -28.1% | +0.9% | -29.0% | -29.5% |
| 3Y | -7.0% | -0.8% | -6.2% | -11.2% |
| 5Y | +18.0% | +31.1% | -13.1% | +0.6% |
| 10Y | +293.9% | +87.4% | +206.5% | +179.9% |
| All | +25,667.1% | +2,291.6% | +23,375.6% | +10,296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling