+189.8%
GD vs BRO
+295.1%
-105.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -3.2% | -8.6% | +5.4% | +0.7% |
| 30D | -9.6% | -6.9% | -2.7% | -6.8% |
| 3M | +4.3% | +10.5% | -6.2% | -1.2% |
| 6M | +0.5% | -2.8% | +3.3% | +0.4% |
| YTD | +6.6% | -16.1% | +22.8% | +13.7% |
| 1Y | +11.6% | -27.6% | +39.2% | +27.4% |
| 3Y | +72.6% | -7.3% | +79.8% | +69.3% |
| 5Y | +95.2% | +19.0% | +76.2% | +59.1% |
| All | +189.8% | +295.1% | -105.3% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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