+37.1%
GFS vs BROS
-30.1%
+67.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +2.6% | -0.9% | +3.6% | +2.7% |
| 30D | -16.4% | -13.5% | -2.9% | -14.4% |
| 3M | -41.6% | -18.4% | -23.2% | -40.8% |
| 6M | -3.7% | -10.6% | +6.9% | -5.4% |
| YTD | +29.3% | -25.1% | +54.4% | +30.6% |
| 1Y | +37.1% | -28.6% | +65.8% | +34.2% |
| All | +37.1% | -30.1% | +67.2% | +34.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling