-32.3%
BROS vs GTLB
-49.4%
+17.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.5% | +6.2% |
| 7D | +6.3% | -0.7% | +7.1% | +6.5% |
| 30D | -8.3% | -10.2% | +1.9% | -5.5% |
| 3M | -29.8% | +10.1% | -39.9% | -31.7% |
| 6M | -25.8% | +116.5% | -142.3% | -40.4% |
| YTD | -41.4% | +27.2% | -68.5% | -46.7% |
| 1Y | -35.2% | +8.6% | -43.7% | -38.9% |
| 3Y | +32.8% | +5.6% | +27.2% | +17.5% |
| 5Y | -42.2% | -61.8% | +19.7% | -46.4% |
| All | -32.3% | -49.4% | +17.1% | -37.4% |
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