+1.3%
GFS vs BRO
+9.3%
-7.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +3.8% | -7.3% | +11.2% | +5.3% |
| 30D | -11.7% | -6.9% | -4.9% | -10.7% |
| 3M | -41.8% | +10.7% | -52.4% | -44.5% |
| 6M | +6.6% | -2.7% | +9.3% | +6.1% |
| YTD | +34.6% | -16.3% | +51.0% | +41.2% |
| 1Y | +46.2% | -29.1% | +75.2% | +65.2% |
| 3Y | -20.3% | -7.8% | -12.5% | -25.4% |
| All | +1.3% | +9.3% | -7.9% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling