+371.6%
GH vs BRO
-7.6%
+379.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -2.5% | -7.3% | +4.8% | -1.4% |
| 30D | -4.7% | -6.9% | +2.2% | -3.8% |
| 3M | +20.2% | +10.7% | +9.6% | +16.7% |
| 6M | +78.8% | -2.7% | +81.5% | +77.8% |
| YTD | +54.1% | -16.3% | +70.4% | +57.8% |
| 1Y | +177.1% | -29.1% | +206.2% | +195.3% |
| 3Y | +371.6% | -7.8% | +379.5% | +328.4% |
| All | +371.6% | -7.6% | +379.3% | +328.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling