+18.4%
BROS vs GRMN
+77.9%
-59.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -6.1% | -1.8% | -4.3% | -5.2% |
| 30D | -12.4% | -12.1% | -0.3% | -6.6% |
| 3M | -27.9% | +18.0% | -45.9% | -34.7% |
| 6M | -16.8% | +13.7% | -30.5% | -23.2% |
| YTD | -29.0% | +35.3% | -64.3% | -40.8% |
| 1Y | -33.2% | +17.2% | -50.4% | -40.2% |
| 3Y | +56.8% | +179.6% | -122.9% | -31.6% |
| All | +18.4% | +77.9% | -59.4% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GRMN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling