-33.9%
BROS vs GTLB
-49.8%
+15.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.2% |
| 7D | -20.4% | -9.6% | -10.8% | -18.0% |
| 30D | -6.1% | -15.5% | +9.4% | -1.8% |
| 3M | -29.4% | +12.4% | -41.7% | -31.8% |
| 6M | -31.5% | +84.6% | -116.1% | -42.7% |
| YTD | -42.8% | +26.1% | -68.9% | -47.9% |
| 1Y | -37.5% | +1.7% | -39.2% | -40.0% |
| 3Y | +27.2% | +6.1% | +21.1% | +12.3% |
| 5Y | -47.0% | -61.1% | +14.2% | -50.7% |
| All | -33.9% | -49.8% | +15.8% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling