+27.7%
BROS vs GGLL
+328.7%
-301.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +1.3% |
| 7D | -6.7% | -4.8% | -1.9% | -5.6% |
| 30D | -29.1% | -13.7% | -15.4% | -26.5% |
| 3M | -16.7% | -21.9% | +5.1% | -13.0% |
| 6M | -11.6% | +11.7% | -23.3% | -17.3% |
| YTD | -23.9% | +2.3% | -26.2% | -27.7% |
| 1Y | -34.8% | +76.2% | -111.0% | -47.9% |
| 3Y | +62.1% | +245.0% | -182.9% | -4.5% |
| All | +27.7% | +328.7% | -301.0% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling