-34.8%
BROS vs GWRE
-25.4%
-9.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -19.9% | +20.7% | +1.7% |
| 7D | -6.7% | -21.1% | +14.4% | -5.7% |
| 30D | -29.1% | +1.3% | -30.4% | -29.6% |
| 3M | -16.7% | +7.4% | -24.1% | -18.7% |
| 6M | -11.6% | +5.6% | -17.2% | -13.3% |
| YTD | -23.9% | -19.2% | -4.7% | -28.2% |
| 1Y | -34.8% | -25.1% | -9.6% | -37.5% |
| All | -34.8% | -25.4% | -9.4% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling