+100.4%
GD vs BROS
+6.4%
+94.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -21.4% | +19.1% | -1.4% |
| 7D | -3.9% | -21.4% | +17.5% | -3.0% |
| 30D | +8.1% | -11.5% | +19.6% | +8.5% |
| 3M | -6.8% | -47.4% | +40.6% | -4.6% |
| 6M | +3.0% | -39.5% | +42.5% | +4.7% |
| YTD | +7.8% | -43.5% | +51.3% | +9.6% |
| 1Y | +5.8% | -37.8% | +43.6% | +7.1% |
| 3Y | +55.3% | +30.5% | +24.8% | +49.5% |
| 5Y | +96.7% | -49.1% | +145.8% | +89.7% |
| All | +100.4% | +6.4% | +94.0% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling