+620.7%
GEV vs BROS
+40.3%
+580.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +3.3% | -6.7% | +10.0% | +4.7% |
| 30D | -7.5% | -29.1% | +21.6% | -1.0% |
| 3M | -2.2% | -16.7% | +14.5% | +0.5% |
| 6M | +12.1% | -11.6% | +23.7% | +13.2% |
| YTD | +44.4% | -23.9% | +68.3% | +49.8% |
| 1Y | +57.7% | -34.8% | +92.5% | +68.3% |
| All | +620.7% | +40.3% | +580.4% | +607.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling