+38.6%
GEHC vs BROS
+12.6%
+26.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -3.7% | -20.4% | +16.7% | -0.9% |
| 30D | +22.0% | -6.1% | +28.1% | +22.7% |
| 3M | +13.6% | -29.4% | +43.0% | +18.9% |
| 6M | +34.0% | -31.5% | +65.6% | +39.6% |
| YTD | +0.9% | -42.8% | +43.7% | +7.3% |
| 1Y | +12.7% | -37.5% | +50.2% | +18.1% |
| 3Y | +19.4% | +27.2% | -7.7% | +15.3% |
| All | +38.6% | +12.6% | +26.0% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling