+100.5%
GD vs BRO
+15.5%
+85.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.5% |
| 7D | +2.7% | -0.3% | +2.9% | +2.7% |
| 30D | +8.6% | +11.3% | -2.7% | +5.0% |
| 3M | -7.1% | +0.7% | -7.8% | -7.7% |
| 6M | +7.5% | +32.9% | -25.5% | -2.3% |
| YTD | +9.9% | -8.8% | +18.7% | +12.0% |
| 1Y | +7.6% | -9.2% | +16.8% | +9.7% |
| 3Y | +56.2% | +0.1% | +56.1% | +52.9% |
| All | +100.5% | +15.5% | +85.1% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling