+22.6%
BROS vs GFI
+528.9%
-506.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -6.6% | +4.7% | -11.3% | -7.2% |
| 30D | -12.3% | +14.4% | -26.8% | -14.0% |
| 3M | -22.2% | +32.5% | -54.7% | -25.4% |
| 6M | -14.3% | -7.2% | -7.1% | -14.4% |
| YTD | -26.6% | +10.9% | -37.4% | -28.4% |
| 1Y | -31.5% | +35.5% | -67.0% | -35.2% |
| 3Y | +62.3% | +312.1% | -249.9% | +28.5% |
| All | +22.6% | +528.9% | -506.4% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling