+52.4%
GEV vs BRO
-3.6%
+55.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.5% | -13.8% | -6.4% |
| 7D | -5.1% | +12.4% | -17.6% | +2.6% |
| 30D | -15.8% | +21.6% | -37.4% | -4.1% |
| 3M | -18.2% | +4.3% | -22.5% | -14.4% |
| 6M | -22.4% | +29.2% | -51.6% | -8.0% |
| YTD | +27.7% | -6.4% | +34.1% | +28.7% |
| 1Y | +52.4% | -5.3% | +57.7% | +57.3% |
| All | +52.4% | -3.6% | +55.9% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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