+339.2%
GLW vs BROS
+30.6%
+308.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.5% | -10.8% | -5.3% |
| 7D | +7.7% | +6.3% | +1.4% | +6.7% |
| 30D | -18.8% | -8.3% | -10.5% | -17.6% |
| 3M | -27.7% | -29.8% | +2.0% | -24.1% |
| 6M | -44.4% | -25.8% | -18.6% | -42.8% |
| YTD | +31.3% | -41.4% | +72.6% | +39.2% |
| 1Y | +40.0% | -35.2% | +75.2% | +46.2% |
| 3Y | +339.2% | +32.8% | +306.5% | +323.0% |
| All | +339.2% | +30.6% | +308.6% | +323.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling