+123.2%
GLW vs BROS
-35.3%
+158.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +4.9% | +5.6% |
| 7D | +3.8% | -6.7% | +10.4% | +4.6% |
| 30D | -1.3% | -29.1% | +27.7% | +2.5% |
| 3M | -21.8% | -16.7% | -5.1% | -21.1% |
| 6M | +6.9% | -11.6% | +18.5% | +6.6% |
| YTD | +77.2% | -23.9% | +101.1% | +78.4% |
| 1Y | +123.2% | -34.8% | +158.0% | +119.8% |
| All | +123.2% | -35.3% | +158.5% | +119.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling