-25.8%
GIS vs BROS
+35.1%
-60.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -6.4% | -5.8% | -0.6% | -6.4% |
| 30D | -6.1% | -14.0% | +7.9% | -6.2% |
| 3M | +7.8% | -32.5% | +40.3% | +7.6% |
| 6M | -8.8% | -14.9% | +6.1% | -8.7% |
| YTD | -19.1% | -28.3% | +9.2% | -19.2% |
| 1Y | -24.8% | -34.0% | +9.2% | -24.9% |
| 3Y | -37.6% | +63.0% | -100.5% | -36.9% |
| All | -25.8% | +35.1% | -60.9% | -24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling