-15.2%
BROS vs GTLB
-50.8%
+35.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -6.6% | -6.6% | 0.0% | -4.9% |
| 30D | -12.3% | +13.7% | -26.1% | -15.5% |
| 3M | -22.2% | +52.9% | -75.1% | -31.2% |
| 6M | -14.3% | +88.5% | -102.8% | -29.5% |
| YTD | -26.6% | +23.4% | -50.0% | -32.7% |
| 1Y | -31.5% | -3.8% | -27.7% | -33.7% |
| 3Y | +62.3% | -11.5% | +73.8% | +50.3% |
| All | -15.2% | -50.8% | +35.7% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling