-20.3%
BROS vs GPC
+6.5%
-26.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | +2.5% | +4.1% | -1.7% | +1.5% |
| 30D | +15.1% | +0.1% | +14.9% | +14.8% |
| 3M | -31.4% | -3.9% | -27.5% | -30.8% |
| 6M | -22.6% | +24.4% | -47.0% | -27.6% |
| YTD | -28.1% | +5.7% | -33.8% | -34.9% |
| 1Y | -20.3% | +6.8% | -27.0% | -32.1% |
| All | -20.3% | +6.5% | -26.7% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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