-36.5%
BROS vs GPC
+2.8%
-39.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.3% | +4.3% | +5.9% |
| 7D | -17.9% | +0.8% | -18.8% | -18.0% |
| 30D | -5.4% | -1.1% | -4.3% | -5.2% |
| 3M | -32.1% | -6.6% | -25.4% | -30.9% |
| 6M | -31.7% | +22.2% | -53.9% | -36.0% |
| YTD | -41.2% | +5.1% | -46.2% | -47.4% |
| All | -36.5% | +2.8% | -39.3% | -44.9% |
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