-20.1%
GFS vs BROS
+30.6%
-50.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.5% | -9.2% | -3.7% |
| 7D | +7.4% | +6.3% | +1.1% | +6.2% |
| 30D | -15.3% | -8.3% | -6.9% | -14.1% |
| 3M | -21.1% | -29.8% | +8.7% | -17.0% |
| 6M | -44.5% | -25.8% | -18.7% | -42.8% |
| YTD | +19.2% | -41.4% | +60.6% | +26.7% |
| 1Y | +27.2% | -35.2% | +62.4% | +32.9% |
| 3Y | -20.1% | +32.8% | -52.9% | -29.7% |
| All | -20.1% | +30.6% | -50.7% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling