+15.7%
GEHC vs BROS
-18.6%
+34.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.9% | +5.4% | +6.3% |
| 7D | +13.2% | +2.5% | +10.7% | +12.8% |
| 30D | +30.6% | +15.1% | +15.5% | +28.1% |
| 3M | +22.2% | -31.4% | +53.6% | +28.2% |
| 6M | +40.8% | -22.6% | +63.4% | +43.6% |
| YTD | +4.8% | -28.1% | +33.0% | +7.8% |
| 1Y | +15.7% | -20.3% | +36.0% | +14.8% |
| All | +15.7% | -18.6% | +34.3% | +14.8% |
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