+27.1%
GH vs BROS
+43.3%
-16.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -0.1% | -6.7% | +6.6% | +2.1% |
| 30D | -1.1% | -29.1% | +28.0% | +9.9% |
| 3M | +21.3% | -16.7% | +38.0% | +27.1% |
| 6M | +73.5% | -11.6% | +85.1% | +76.3% |
| YTD | +58.0% | -23.9% | +81.9% | +68.5% |
| 1Y | +163.1% | -34.8% | +197.8% | +191.3% |
| 3Y | +361.0% | +62.1% | +299.0% | +245.7% |
| All | +27.1% | +43.3% | -16.2% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling