-17.2%
BROS vs GTLB
-50.1%
+33.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | -5.8% | -5.7% | -0.1% | -4.4% |
| 30D | -14.0% | +15.1% | -29.1% | -17.3% |
| 3M | -32.5% | +65.5% | -98.0% | -41.4% |
| 6M | -14.9% | +102.9% | -117.8% | -31.3% |
| YTD | -28.3% | +25.2% | -53.5% | -34.5% |
| 1Y | -34.0% | -5.5% | -28.5% | -35.7% |
| 3Y | +63.0% | -10.9% | +73.8% | +50.7% |
| All | -17.2% | -50.1% | +33.0% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling