+101.1%
GD vs BROS
+43.3%
+57.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | -5.3% | -6.7% | +1.4% | -5.0% |
| 30D | -6.4% | -29.1% | +22.6% | -5.3% |
| 3M | +5.7% | -16.7% | +22.4% | +6.2% |
| 6M | -0.9% | -11.6% | +10.7% | -0.9% |
| YTD | +8.2% | -23.9% | +32.1% | +8.8% |
| 1Y | +13.4% | -34.8% | +48.2% | +14.7% |
| 3Y | +68.5% | +62.1% | +6.4% | +61.0% |
| All | +101.1% | +43.3% | +57.8% | +97.1% |
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