+442.5%
GE vs BROS
+43.3%
+399.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -1.6% | -6.7% | +5.1% | -0.8% |
| 30D | -11.6% | -29.1% | +17.5% | -8.1% |
| 3M | +3.0% | -16.7% | +19.7% | +4.7% |
| 6M | -0.5% | -11.6% | +11.1% | +0.1% |
| YTD | +9.7% | -23.9% | +33.7% | +12.2% |
| 1Y | +20.0% | -34.8% | +54.8% | +24.5% |
| 3Y | +275.8% | +62.1% | +213.8% | +244.7% |
| All | +442.5% | +43.3% | +399.2% | +418.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling