+433.2%
GE vs BROS
+3.7%
+429.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | -3.0% |
| 7D | +5.1% | -2.5% | +7.6% | +5.4% |
| 30D | +7.6% | -11.2% | +18.8% | +8.9% |
| 3M | -9.3% | -33.9% | +24.6% | -5.0% |
| 6M | +11.5% | -33.5% | +45.0% | +16.1% |
| YTD | +7.9% | -44.9% | +52.8% | +14.3% |
| 1Y | +7.6% | -41.5% | +49.1% | +13.1% |
| 3Y | +265.9% | +22.4% | +243.4% | +246.8% |
| 5Y | +405.9% | -45.7% | +451.6% | +394.6% |
| All | +433.2% | +3.7% | +429.5% | +428.2% |
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 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