+32.1%
GLW vs BROS
-34.1%
+66.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.6% | +2.6% | +7.9% |
| 7D | -5.9% | -17.9% | +12.0% | -2.4% |
| 30D | -26.0% | -5.4% | -20.6% | -24.5% |
| 3M | -29.9% | -32.1% | +2.2% | -25.5% |
| 6M | -37.8% | -31.7% | -6.1% | -35.5% |
| YTD | +33.1% | -41.2% | +74.3% | +39.5% |
| All | +32.1% | -34.1% | +66.1% | +36.2% |
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