+420.8%
GE vs BROS
+35.1%
+385.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | -4.0% | -5.8% | +1.8% | -3.3% |
| 30D | -11.4% | -14.0% | +2.5% | -9.9% |
| 3M | -2.6% | -32.5% | +29.9% | +1.6% |
| 6M | -0.3% | -14.9% | +14.6% | +0.8% |
| YTD | +5.4% | -28.3% | +33.6% | +8.4% |
| 1Y | +15.5% | -34.0% | +49.5% | +19.7% |
| 3Y | +260.8% | +63.0% | +197.8% | +231.1% |
| All | +420.8% | +35.1% | +385.8% | +401.0% |
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