+39.3%
GEHC vs BROS
+15.4%
+23.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.5% | -5.1% | +0.5% |
| 7D | +0.8% | +6.3% | -5.5% | -0.2% |
| 30D | +21.3% | -8.3% | +29.7% | +22.4% |
| 3M | +12.6% | -29.8% | +42.4% | +17.8% |
| 6M | +34.3% | -25.8% | +60.1% | +38.1% |
| YTD | +1.4% | -41.4% | +42.8% | +7.4% |
| 1Y | +12.5% | -35.2% | +47.6% | +17.2% |
| 3Y | +19.2% | +32.8% | -13.6% | +14.4% |
| All | +39.3% | +15.4% | +23.8% | +25.9% |
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