+39.4%
GM vs BRO
-3.6%
+43.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.5% | +0.2% | +4.4% |
| 7D | +12.1% | +12.4% | -0.4% | +11.7% |
| 30D | +15.2% | +21.6% | -6.4% | +14.3% |
| 3M | +4.9% | +4.3% | +0.6% | +4.1% |
| 6M | +22.6% | +29.2% | -6.6% | +23.0% |
| YTD | +14.4% | -6.4% | +20.8% | +12.0% |
| 1Y | +39.4% | -5.3% | +44.7% | +36.9% |
| All | +39.4% | -3.6% | +43.0% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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