-35.4%
GIS vs BROS
+62.9%
-98.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | -8.6% | -6.6% | -2.0% | -8.6% |
| 30D | -0.5% | -12.3% | +11.9% | -0.5% |
| 3M | +11.9% | -22.2% | +34.1% | +11.9% |
| 6M | -11.6% | -14.3% | +2.7% | -11.4% |
| YTD | -16.3% | -26.6% | +10.2% | -16.4% |
| 1Y | -21.8% | -31.5% | +9.8% | -21.9% |
| All | -35.4% | +62.9% | -98.3% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling