+388.8%
GH vs BRO
+139.2%
+249.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.5% | -7.3% | +4.8% | +1.3% |
| 30D | -4.7% | -6.9% | +2.2% | -1.5% |
| 3M | +20.2% | +10.7% | +9.6% | +11.8% |
| 6M | +78.8% | -2.7% | +81.5% | +77.6% |
| YTD | +54.1% | -16.3% | +70.4% | +65.4% |
| 1Y | +177.1% | -29.1% | +206.2% | +225.2% |
| 3Y | +371.6% | -7.8% | +379.5% | +343.8% |
| 5Y | +21.9% | +18.7% | +3.2% | -4.6% |
| All | +388.8% | +139.2% | +249.5% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling