+7.2%
GEHC vs BROS
+41.2%
-34.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.6% |
| 7D | -7.2% | -5.8% | -1.4% | -6.3% |
| 30D | -11.6% | -14.0% | +2.4% | -9.6% |
| 3M | -0.8% | -32.5% | +31.6% | +4.4% |
| 6M | -11.9% | -14.9% | +3.0% | -10.9% |
| YTD | -21.9% | -28.3% | +6.3% | -19.3% |
| 1Y | -17.8% | -34.0% | +16.1% | -14.3% |
| 3Y | -3.5% | +63.0% | -66.5% | -9.8% |
| All | +7.2% | +41.2% | -34.0% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling