+147.5%
GE vs BRO
+294.2%
-146.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | 0.0% |
| 7D | -4.0% | -7.3% | +3.3% | -0.3% |
| 30D | -11.4% | -6.9% | -4.6% | -8.5% |
| 3M | -2.6% | +10.7% | -13.3% | -9.1% |
| 6M | -0.3% | -2.7% | +2.4% | -1.3% |
| YTD | +5.4% | -16.3% | +21.7% | +12.7% |
| 1Y | +15.5% | -29.1% | +44.6% | +35.2% |
| 3Y | +260.8% | -7.8% | +268.6% | +252.2% |
| 5Y | +421.6% | +18.7% | +402.9% | +313.8% |
| All | +147.5% | +294.2% | -146.8% | +9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling