-1.8%
BROS vs GPC
+21.3%
-23.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.3% | +4.3% | +5.6% |
| 7D | -17.9% | +0.8% | -18.8% | -18.0% |
| 30D | -5.4% | -1.1% | -4.3% | -5.0% |
| 3M | -32.1% | -6.6% | -25.4% | -30.1% |
| 6M | -31.7% | +22.2% | -53.9% | -38.1% |
| YTD | -41.2% | +5.1% | -46.2% | -44.1% |
| 1Y | -32.6% | +2.8% | -35.4% | -35.3% |
| 3Y | +32.7% | +2.4% | +30.3% | +20.0% |
| 5Y | -44.2% | +7.8% | -52.0% | -53.5% |
| All | -1.8% | +21.3% | -23.1% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling