+228.9%
GLW vs BROS
+8.6%
+220.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.0% |
| 7D | -11.1% | -19.0% | +7.9% | -8.7% |
| 30D | -28.4% | -7.3% | -21.2% | -27.7% |
| 3M | -28.8% | -31.2% | +2.4% | -25.6% |
| 6M | -39.8% | -33.0% | -6.8% | -37.5% |
| YTD | +28.7% | -42.4% | +71.1% | +35.7% |
| 1Y | +27.7% | -37.7% | +65.5% | +33.3% |
| 3Y | +331.3% | +28.2% | +303.2% | +309.0% |
| 5Y | +233.4% | -43.4% | +276.8% | +220.6% |
| All | +228.9% | +8.6% | +220.3% | +210.5% |
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