+19.7%
BROS vs GWW
+228.4%
-208.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | -5.8% | -3.4% | -2.4% | -3.9% |
| 30D | -14.0% | -1.9% | -12.0% | -13.1% |
| 3M | -32.5% | -2.4% | -30.1% | -31.9% |
| 6M | -14.9% | +15.7% | -30.6% | -22.7% |
| YTD | -28.3% | +27.6% | -55.9% | -38.7% |
| 1Y | -34.0% | +27.2% | -61.2% | -43.5% |
| 3Y | +63.0% | +89.7% | -26.7% | +6.9% |
| All | +19.7% | +228.4% | -208.7% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling