+12.0%
GEHC vs BROS
+47.5%
-35.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.8% |
| 7D | -5.2% | -0.9% | -4.2% | -5.1% |
| 30D | -7.0% | -13.5% | +6.5% | -5.1% |
| 3M | +3.3% | -18.4% | +21.7% | +5.6% |
| 6M | -10.0% | -10.6% | +0.6% | -9.7% |
| YTD | -18.5% | -25.1% | +6.6% | -16.2% |
| 1Y | -14.4% | -28.6% | +14.2% | -11.8% |
| 3Y | +3.4% | +65.6% | -62.1% | -3.6% |
| All | +12.0% | +47.5% | -35.6% | -1.8% |
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