-25.6%
GIS vs BROS
+33.7%
-59.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.3% | -3.1% |
| 7D | -8.4% | -6.1% | -2.4% | -8.4% |
| 30D | -5.2% | -12.4% | +7.2% | -5.3% |
| 3M | +8.2% | -27.9% | +36.1% | +8.0% |
| 6M | -12.0% | -16.8% | +4.8% | -12.0% |
| YTD | -18.9% | -29.0% | +10.2% | -19.0% |
| 1Y | -23.6% | -33.2% | +9.6% | -23.7% |
| 3Y | -37.6% | +56.8% | -94.4% | -36.9% |
| All | -25.6% | +33.7% | -59.2% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling