+39.5%
GILD vs BRO
-10.8%
+50.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.9% |
| 7D | +0.2% | -5.1% | +5.4% | +0.8% |
| 30D | +13.5% | +10.4% | +3.1% | +12.6% |
| 3M | +24.3% | -0.5% | +24.8% | +23.9% |
| 6M | +26.0% | +27.1% | -1.1% | +28.0% |
| YTD | +39.3% | -10.6% | +49.9% | +34.2% |
| 1Y | +39.5% | -11.1% | +50.6% | +34.6% |
| All | +39.5% | -10.8% | +50.3% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling