+93.8%
GD vs BROS
-50.1%
+143.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | -5.0% | -21.2% | +16.3% | -3.9% |
| 30D | +8.9% | -11.6% | +20.5% | +9.5% |
| 3M | -8.0% | -36.7% | +28.6% | -6.1% |
| 6M | +2.9% | -42.8% | +45.7% | +5.3% |
| YTD | +7.1% | -44.8% | +51.9% | +9.5% |
| 1Y | +5.9% | -36.5% | +42.5% | +7.5% |
| 3Y | +53.9% | +27.0% | +26.9% | +45.9% |
| All | +93.8% | -50.1% | +143.9% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling