+19.4%
GH vs BROS
+10.5%
+9.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.5% | -8.5% | -4.2% |
| 7D | +0.6% | +6.3% | -5.8% | -1.6% |
| 30D | -6.9% | -8.3% | +1.4% | -4.9% |
| 3M | -4.9% | -29.8% | +24.9% | +5.4% |
| 6M | +54.1% | -25.8% | +79.9% | +65.6% |
| YTD | +48.5% | -41.4% | +89.9% | +70.7% |
| 1Y | +61.2% | -35.2% | +96.3% | +77.9% |
| 3Y | +570.3% | +32.8% | +537.6% | +433.2% |
| 5Y | +46.1% | -42.2% | +88.3% | +34.3% |
| All | +19.4% | +10.5% | +9.0% | +13.6% |
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