+56.0%
GD vs BRO
-1.1%
+57.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.9% |
| 7D | +1.9% | -5.1% | +7.0% | +3.1% |
| 30D | +9.2% | +10.4% | -1.2% | +6.4% |
| 3M | -7.5% | -0.5% | -7.0% | -7.7% |
| 6M | +5.8% | +27.1% | -21.4% | -1.0% |
| YTD | +9.8% | -10.6% | +20.4% | +12.5% |
| 1Y | +5.8% | -11.1% | +16.9% | +8.5% |
| All | +56.0% | -1.1% | +57.1% | +64.0% |
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