+240.1%
GLW vs BROS
+10.8%
+229.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.6% | +2.6% | +8.4% |
| 7D | -5.9% | -17.9% | +12.0% | -3.5% |
| 30D | -26.0% | -5.4% | -20.6% | -25.4% |
| 3M | -29.9% | -32.1% | +2.2% | -26.7% |
| 6M | -37.8% | -31.7% | -6.1% | -35.5% |
| YTD | +33.1% | -41.2% | +74.3% | +40.0% |
| 1Y | +36.8% | -32.6% | +69.4% | +41.5% |
| 3Y | +356.1% | +32.7% | +323.4% | +330.8% |
| 5Y | +243.8% | -44.2% | +288.0% | +229.7% |
| All | +240.1% | +10.8% | +229.3% | +220.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling