+25.2%
GH vs BROS
+33.7%
-8.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.2% |
| 7D | -1.2% | -6.1% | +4.8% | +0.8% |
| 30D | -3.7% | -12.4% | +8.7% | +0.3% |
| 3M | +21.7% | -27.9% | +49.6% | +33.9% |
| 6M | +75.7% | -16.8% | +92.5% | +82.4% |
| YTD | +55.7% | -29.0% | +84.7% | +69.9% |
| 1Y | +181.1% | -33.2% | +214.3% | +208.2% |
| 3Y | +371.6% | +56.8% | +314.9% | +258.0% |
| All | +25.2% | +33.7% | -8.4% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling