-35.2%
BROS vs GPC
-0.7%
-34.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.1% | +6.4% |
| 7D | +6.3% | +0.4% | +5.9% | +6.2% |
| 30D | -8.3% | -6.3% | -2.1% | -6.7% |
| 3M | -29.8% | -8.2% | -21.6% | -28.1% |
| 6M | -25.8% | +27.1% | -52.9% | -31.4% |
| YTD | -41.4% | +3.1% | -44.5% | -47.8% |
| 1Y | -35.2% | +0.1% | -35.2% | -41.4% |
| All | -35.2% | -0.7% | -34.4% | -41.4% |
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