+17.7%
GFS vs BROS
-18.6%
+36.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.9% | -6.1% |
| 7D | -12.5% | +2.5% | -15.0% | -12.8% |
| 30D | -16.9% | +15.1% | -32.0% | -18.8% |
| 3M | -22.3% | -31.4% | +9.1% | -18.0% |
| 6M | -40.2% | -22.6% | -17.6% | -38.9% |
| YTD | +16.0% | -28.1% | +44.1% | +17.6% |
| 1Y | +17.7% | -20.3% | +37.9% | +15.4% |
| All | +17.7% | -18.6% | +36.3% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling