-25.7%
GIS vs BRO
+17.6%
-43.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -6.4% | -7.3% | +1.0% | -4.5% |
| 30D | -6.1% | -6.9% | +0.8% | -4.3% |
| 3M | +7.8% | +10.7% | -2.8% | +5.5% |
| 6M | -8.8% | -2.7% | -6.1% | -8.4% |
| YTD | -19.1% | -16.3% | -2.8% | -16.2% |
| 1Y | -24.8% | -29.1% | +4.3% | -19.2% |
| 3Y | -37.6% | -7.8% | -29.7% | -36.8% |
| All | -25.7% | +17.6% | -43.3% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling