+103.6%
GD vs BROS
+10.8%
+92.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.6% | -4.4% | +2.0% |
| 7D | -3.0% | -17.9% | +14.9% | -2.4% |
| 30D | +9.3% | -5.4% | +14.7% | +9.4% |
| 3M | -7.2% | -32.1% | +24.9% | -5.9% |
| 6M | +5.5% | -31.7% | +37.1% | +6.7% |
| YTD | +9.5% | -41.2% | +50.7% | +11.2% |
| 1Y | +6.4% | -32.6% | +39.0% | +7.4% |
| 3Y | +59.8% | +32.7% | +27.2% | +53.8% |
| 5Y | +98.0% | -44.2% | +142.2% | +90.9% |
| All | +103.6% | +10.8% | +92.8% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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