+231.1%
GM vs BRO
+294.2%
-63.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.4% | -7.3% | +4.9% | +1.3% |
| 30D | -1.1% | -6.9% | +5.7% | +2.3% |
| 3M | +6.1% | +10.7% | -4.5% | -0.5% |
| 6M | +15.0% | -2.7% | +17.7% | +14.4% |
| YTD | +6.0% | -16.3% | +22.3% | +13.7% |
| 1Y | +47.1% | -29.1% | +76.2% | +72.6% |
| 3Y | +170.5% | -7.8% | +178.3% | +157.0% |
| 5Y | +80.5% | +18.7% | +61.8% | +37.4% |
| All | +231.1% | +294.2% | -63.2% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling