+28.2%
GH vs BROS
+38.3%
-10.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.8% |
| 7D | -0.2% | -6.6% | +6.4% | +2.1% |
| 30D | -2.6% | -12.3% | +9.7% | +1.3% |
| 3M | +25.1% | -22.2% | +47.3% | +34.1% |
| 6M | +78.5% | -14.3% | +92.8% | +83.4% |
| YTD | +59.4% | -26.6% | +85.9% | +71.9% |
| 1Y | +173.9% | -31.5% | +205.4% | +197.9% |
| 3Y | +382.7% | +62.3% | +320.5% | +262.2% |
| All | +28.2% | +38.3% | -10.2% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling