-34.8%
BROS vs GNRC
+6.8%
-41.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +0.4% |
| 7D | -6.7% | +1.9% | -8.6% | -6.9% |
| 30D | -29.1% | -13.8% | -15.2% | -27.4% |
| 3M | -16.7% | -32.6% | +15.9% | -12.5% |
| 6M | -11.6% | -15.2% | +3.6% | -12.8% |
| YTD | -23.9% | +37.4% | -61.3% | -31.9% |
| 1Y | -34.8% | +5.1% | -39.9% | -39.0% |
| All | -34.8% | +6.8% | -41.6% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling