-2.4%
GFS vs BROS
-32.2%
+29.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +1.0% | -6.7% | +7.7% | +2.3% |
| 30D | -8.6% | -29.1% | +20.5% | -2.7% |
| 3M | -46.5% | -16.7% | -29.8% | -45.2% |
| 6M | -4.8% | -11.6% | +6.8% | -4.2% |
| YTD | +29.7% | -23.9% | +53.6% | +34.1% |
| 1Y | +35.8% | -34.8% | +70.6% | +44.1% |
| 3Y | -18.3% | +62.1% | -80.4% | -33.7% |
| All | -2.4% | -32.2% | +29.8% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling