+18.4%
BROS vs GAP
+7.0%
+11.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.8% |
| 7D | -6.1% | -6.3% | +0.3% | -4.3% |
| 30D | -12.4% | -0.2% | -12.1% | -12.6% |
| 3M | -27.9% | 0.0% | -28.0% | -28.4% |
| 6M | -16.8% | -8.1% | -8.7% | -15.9% |
| YTD | -29.0% | -16.5% | -12.6% | -26.5% |
| 1Y | -33.2% | -10.5% | -22.7% | -32.3% |
| 3Y | +56.8% | +104.0% | -47.2% | +13.9% |
| All | +18.4% | +7.0% | +11.4% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling