+382.4%
GH vs BROS
+66.2%
+316.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | -4.5% | -13.5% | +9.0% | -0.3% |
| 3M | +28.9% | -18.4% | +47.3% | +35.7% |
| 6M | +76.5% | -10.6% | +87.1% | +78.5% |
| YTD | +57.6% | -25.1% | +82.7% | +68.4% |
| 1Y | +167.5% | -28.6% | +196.2% | +187.3% |
| All | +382.4% | +66.2% | +316.2% | +251.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling