-16.4%
GFS vs BROS
-50.8%
+34.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +6.7% |
| 7D | -7.8% | -21.2% | +13.4% | -3.4% |
| 30D | -19.7% | -11.6% | -8.1% | -17.8% |
| 3M | -23.1% | -36.7% | +13.6% | -16.1% |
| 6M | -46.4% | -42.8% | -3.6% | -41.1% |
| YTD | +11.0% | -44.8% | +55.9% | +22.1% |
| 1Y | +12.6% | -36.5% | +49.2% | +20.0% |
| 3Y | -24.9% | +27.0% | -51.9% | -36.3% |
| 5Y | -39.1% | -50.3% | +11.3% | -39.6% |
| All | -16.4% | -50.8% | +34.4% | -17.1% |
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