+17.2%
GFS vs BROS
-37.5%
+54.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | -5.3% | -19.0% | +13.7% | -1.3% |
| 30D | -15.8% | -7.3% | -8.5% | -14.2% |
| 3M | -18.6% | -31.2% | +12.6% | -13.2% |
| 6M | -45.0% | -33.0% | -11.9% | -42.7% |
| YTD | +16.8% | -42.4% | +59.1% | +22.9% |
| All | +17.2% | -37.5% | +54.6% | +21.3% |
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