-34.0%
BROS vs GNRC
+0.9%
-34.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.9% | +0.6% |
| 7D | -5.8% | -0.2% | -5.6% | -5.7% |
| 30D | -14.0% | -15.7% | +1.8% | -11.6% |
| 3M | -32.5% | -27.3% | -5.2% | -29.8% |
| 6M | -14.9% | -12.1% | -2.9% | -16.6% |
| YTD | -28.3% | +37.1% | -65.4% | -36.5% |
| 1Y | -34.0% | -0.5% | -33.5% | -38.1% |
| All | -34.0% | +0.9% | -34.9% | -38.1% |
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