+281.8%
GE vs BROS
+64.7%
+217.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +1.2% | -0.9% | +2.1% | +1.2% |
| 30D | -9.5% | -13.5% | +3.9% | -7.8% |
| 3M | +4.1% | -18.4% | +22.6% | +6.3% |
| 6M | +3.9% | -10.6% | +14.5% | +4.5% |
| YTD | +9.0% | -25.1% | +34.1% | +11.8% |
| 1Y | +21.9% | -28.6% | +50.6% | +25.5% |
| 3Y | +281.8% | +65.6% | +216.2% | +253.5% |
| All | +281.8% | +64.7% | +217.1% | +253.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling