+119.6%
GLW vs BROS
-33.2%
+152.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.7% |
| 7D | +11.7% | -6.1% | +17.8% | +12.6% |
| 30D | +2.7% | -12.4% | +15.0% | +4.4% |
| 3M | -2.8% | -27.9% | +25.1% | +0.3% |
| 6M | +20.2% | -16.8% | +37.0% | +20.4% |
| YTD | +87.3% | -29.0% | +116.3% | +90.9% |
| 1Y | +119.6% | -33.2% | +152.8% | +123.3% |
| All | +119.6% | -33.2% | +152.8% | +123.3% |
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