+20,174.9%
GD vs BRO
+27,829.4%
-7,654.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.3% |
| 7D | +2.7% | -0.3% | +2.9% | +2.7% |
| 30D | +8.6% | +11.3% | -2.7% | +6.2% |
| 3M | -7.1% | +0.7% | -7.8% | -7.4% |
| 6M | +7.5% | +32.9% | -25.5% | +1.1% |
| YTD | +9.9% | -8.8% | +18.7% | +10.9% |
| 1Y | +7.6% | -9.2% | +16.8% | +8.6% |
| 3Y | +56.2% | +0.1% | +56.1% | +54.1% |
| 5Y | +100.6% | +15.6% | +85.0% | +91.2% |
| 10Y | +167.8% | +300.2% | -132.4% | +108.7% |
| All | +20,174.9% | +27,829.4% | -7,654.6% | +11,824.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling