-12.3%
GFS vs BROS
-47.6%
+35.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.6% | -1.7% | +3.5% |
| 7D | -3.1% | -17.9% | +14.8% | +0.6% |
| 30D | -16.0% | -5.4% | -10.7% | -15.3% |
| 3M | -24.7% | -32.1% | +7.4% | -19.0% |
| 6M | -45.1% | -31.7% | -13.4% | -41.9% |
| YTD | +16.5% | -41.2% | +57.6% | +26.4% |
| 1Y | +19.3% | -32.6% | +51.9% | +25.6% |
| 3Y | -20.0% | +32.7% | -52.6% | -32.5% |
| 5Y | -32.0% | -44.2% | +12.2% | -33.7% |
| All | -12.3% | -47.6% | +35.2% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling