-8.1%
BROS vs GPC
+18.5%
-26.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.4% |
| 7D | -2.5% | -1.3% | -1.2% | -1.9% |
| 30D | -11.2% | -6.0% | -5.2% | -8.9% |
| 3M | -33.9% | -7.6% | -26.3% | -31.6% |
| 6M | -33.5% | +24.2% | -57.7% | -40.2% |
| YTD | -44.9% | +2.7% | -47.6% | -47.1% |
| 1Y | -41.5% | +0.2% | -41.7% | -43.1% |
| 3Y | +22.4% | -0.8% | +23.2% | +12.5% |
| 5Y | -45.7% | +4.4% | -50.1% | -54.5% |
| All | -8.1% | +18.5% | -26.6% | -21.2% |
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