-4.0%
BROS vs GGLL
+206.6%
-210.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.8% |
| 7D | -20.4% | +2.9% | -23.3% | -20.7% |
| 30D | -6.1% | -33.1% | +27.0% | +1.7% |
| 3M | -29.4% | -31.2% | +1.8% | -24.3% |
| 6M | -31.5% | -49.4% | +17.8% | -22.3% |
| YTD | -42.8% | -26.8% | -16.0% | -42.2% |
| 1Y | -37.5% | -17.7% | -19.8% | -39.4% |
| 3Y | +27.2% | +160.4% | -133.3% | -21.3% |
| All | -4.0% | +206.6% | -210.6% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling