-2.7%
GFS vs BRO
+12.5%
-15.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.3% | +0.6% |
| 7D | +2.6% | -5.4% | +8.0% | +3.7% |
| 30D | -16.4% | -4.3% | -12.1% | -15.8% |
| 3M | -41.6% | +17.8% | -59.4% | -45.3% |
| 6M | -3.7% | -6.8% | +3.1% | -2.0% |
| YTD | +29.3% | -13.8% | +43.1% | +34.9% |
| 1Y | +37.1% | -27.8% | +64.9% | +55.1% |
| 3Y | -22.1% | -4.7% | -17.4% | -27.6% |
| All | -2.7% | +12.5% | -15.2% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling