+410.2%
GE vs BROS
-43.7%
+453.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.0% |
| 7D | +5.4% | -19.0% | +24.4% | +8.3% |
| 30D | +9.6% | -7.3% | +16.9% | +10.5% |
| 3M | -7.7% | -31.2% | +23.5% | -3.2% |
| 6M | +14.0% | -33.0% | +47.1% | +19.3% |
| YTD | +10.2% | -42.4% | +52.5% | +17.0% |
| 1Y | +8.9% | -37.7% | +46.6% | +14.2% |
| 3Y | +273.7% | +28.2% | +245.5% | +244.4% |
| 5Y | +410.2% | -43.4% | +453.6% | +407.2% |
| All | +410.2% | -43.7% | +453.9% | +407.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling