+63.0%
BROS vs GFI
+287.6%
-224.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.2% |
| 7D | -5.8% | -4.9% | -0.9% | -5.1% |
| 30D | -14.0% | +10.7% | -24.7% | -15.4% |
| 3M | -32.5% | +25.6% | -58.1% | -35.0% |
| 6M | -14.9% | -8.3% | -6.7% | -14.9% |
| YTD | -28.3% | +6.3% | -34.6% | -29.7% |
| 1Y | -34.0% | +22.1% | -56.1% | -36.8% |
| 3Y | +63.0% | +289.2% | -226.2% | +22.8% |
| All | +63.0% | +287.6% | -224.7% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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