+177.1%
GH vs BRO
-27.7%
+204.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -2.5% | -7.3% | +4.8% | -2.6% |
| 30D | -4.7% | -6.9% | +2.2% | -4.8% |
| 3M | +20.2% | +10.7% | +9.6% | +18.2% |
| 6M | +78.8% | -2.7% | +81.5% | +74.9% |
| YTD | +54.1% | -16.3% | +70.4% | +49.3% |
| 1Y | +177.1% | -29.1% | +206.2% | +159.9% |
| All | +177.1% | -27.7% | +204.8% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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