-31.5%
BROS vs GPC
+0.6%
-32.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -6.6% | -0.6% | -6.0% | -6.4% |
| 30D | -12.3% | +1.3% | -13.6% | -12.6% |
| 3M | -22.2% | +37.1% | -59.3% | -29.8% |
| 6M | -14.3% | +23.2% | -37.5% | -20.9% |
| YTD | -26.6% | +13.1% | -39.6% | -35.1% |
| 1Y | -31.5% | +0.9% | -32.4% | -35.7% |
| All | -31.5% | +0.6% | -32.1% | -35.7% |
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