-33.8%
GIS vs BROS
-43.5%
+9.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.5% | -4.1% | +2.4% |
| 7D | -3.4% | +6.3% | -9.7% | -3.3% |
| 30D | +6.9% | -8.3% | +15.2% | +6.8% |
| 3M | -10.1% | -29.8% | +19.7% | -10.3% |
| 6M | +5.9% | -25.8% | +31.7% | +5.9% |
| YTD | -21.1% | -41.4% | +20.3% | -21.2% |
| 1Y | -22.5% | -35.2% | +12.7% | -22.5% |
| 3Y | -39.0% | +32.8% | -71.8% | -38.3% |
| All | -33.8% | -43.5% | +9.6% | -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 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