+73.1%
GD vs BRO
-7.2%
+80.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.5% |
| 7D | -3.1% | -7.6% | +4.5% | -1.3% |
| 30D | -10.9% | -6.9% | -4.1% | -9.5% |
| 3M | +2.5% | +12.8% | -10.3% | -0.9% |
| 6M | -1.7% | -5.9% | +4.2% | -0.6% |
| YTD | +6.1% | -15.9% | +22.0% | +10.6% |
| 1Y | +11.7% | -28.1% | +39.8% | +22.1% |
| All | +73.1% | -7.2% | +80.2% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling