-7.8%
BRO vs GRMN
+190.9%
-198.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.5% | -0.8% |
| 7D | -7.3% | +2.4% | -9.8% | -7.6% |
| 30D | -6.9% | -8.5% | +1.6% | -5.8% |
| 3M | +10.7% | +19.5% | -8.8% | +8.0% |
| 6M | -2.7% | +21.2% | -23.9% | -5.2% |
| YTD | -16.3% | +41.0% | -57.4% | -20.1% |
| 1Y | -29.1% | +19.6% | -48.7% | -30.9% |
| 3Y | -7.8% | +183.8% | -191.6% | -22.0% |
| All | -7.8% | +190.9% | -198.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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