+18.4%
GE vs BROS
-30.1%
+48.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.6% |
| 7D | -1.2% | -6.6% | +5.3% | -0.4% |
| 30D | -11.3% | -12.3% | +1.1% | -9.8% |
| 3M | -1.4% | -22.2% | +20.8% | +1.2% |
| 6M | +1.2% | -14.3% | +15.5% | +1.7% |
| YTD | +5.9% | -26.6% | +32.5% | +7.1% |
| 1Y | +18.4% | -31.5% | +49.9% | +20.1% |
| All | +18.4% | -30.1% | +48.5% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling