-6.9%
GEHC vs BROS
-35.3%
+28.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | -4.0% | -6.7% | +2.7% | -3.1% |
| 30D | -2.0% | -29.1% | +27.1% | +2.4% |
| 3M | +8.0% | -16.7% | +24.7% | +9.4% |
| 6M | -12.8% | -11.6% | -1.2% | -13.2% |
| YTD | -15.9% | -23.9% | +8.0% | -14.3% |
| 1Y | -6.9% | -34.8% | +27.9% | -7.4% |
| All | -6.9% | -35.3% | +28.4% | -7.4% |
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