-22.0%
GFS vs BRO
-7.4%
-14.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +3.2% | -8.6% | +11.8% | +1.8% |
| 30D | -9.6% | -6.9% | -2.6% | -10.5% |
| 3M | -38.5% | +10.5% | -49.0% | -38.4% |
| 6M | -1.3% | -2.8% | +1.5% | +0.6% |
| YTD | +31.8% | -16.1% | +48.0% | +36.8% |
| 1Y | +44.6% | -27.6% | +72.2% | +55.9% |
| All | -22.0% | -7.4% | -14.6% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling