+438.9%
GE vs BROS
+41.2%
+397.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.0% |
| 3M | +4.1% | -18.4% | +22.6% | +6.1% |
| 6M | +3.9% | -10.6% | +14.5% | +4.5% |
| YTD | +9.0% | -25.1% | +34.1% | +11.6% |
| 1Y | +21.9% | -28.6% | +50.6% | +25.1% |
| 3Y | +281.8% | +65.6% | +216.2% | +249.5% |
| All | +438.9% | +41.2% | +397.8% | +415.7% |
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