+1,996.5%
BRO vs GRMN
+6,537.4%
-4,540.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -8.6% | -1.8% | -6.8% | -8.3% |
| 30D | -6.9% | -12.1% | +5.2% | -4.6% |
| 3M | +10.5% | +18.0% | -7.5% | +6.7% |
| 6M | -2.8% | +13.7% | -16.5% | -5.6% |
| YTD | -16.1% | +35.3% | -51.4% | -21.5% |
| 1Y | -27.6% | +17.2% | -44.8% | -30.5% |
| 3Y | -7.3% | +179.6% | -186.9% | -26.7% |
| 5Y | +19.0% | +75.6% | -56.6% | +2.2% |
| 10Y | +292.7% | +644.2% | -351.5% | +162.0% |
| All | +1,996.5% | +6,537.4% | -4,540.9% | +905.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling