-12.1%
BROS vs GTLB
-47.1%
+35.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.5% |
| 7D | -6.7% | +11.1% | -17.7% | -9.2% |
| 30D | -29.1% | +37.8% | -66.9% | -35.1% |
| 3M | -16.7% | +61.6% | -78.3% | -27.4% |
| 6M | -11.6% | +98.9% | -110.5% | -28.2% |
| YTD | -23.9% | +32.8% | -56.7% | -31.6% |
| 1Y | -34.8% | +14.7% | -49.4% | -39.9% |
| 3Y | +62.1% | +1.3% | +60.7% | +44.6% |
| All | -12.1% | -47.1% | +35.0% | -19.6% |
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