+27.0%
BROS vs GPC
+33.3%
-6.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -6.7% | +1.2% | -7.9% | -7.1% |
| 30D | -29.1% | +6.0% | -35.0% | -30.8% |
| 3M | -16.7% | +42.6% | -59.3% | -29.3% |
| 6M | -11.6% | +22.8% | -34.4% | -20.1% |
| YTD | -23.9% | +15.5% | -39.4% | -30.4% |
| 1Y | -34.8% | +2.0% | -36.8% | -36.7% |
| 3Y | +62.1% | -1.4% | +63.5% | +53.2% |
| All | +27.0% | +33.3% | -6.3% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling