+172.1%
GM vs BROS
+57.4%
+114.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +3.2% |
| 7D | -1.1% | -6.1% | +5.0% | -0.3% |
| 30D | -3.4% | -12.4% | +9.0% | -2.0% |
| 3M | +8.7% | -27.9% | +36.6% | +12.3% |
| 6M | +15.4% | -16.8% | +32.2% | +16.7% |
| YTD | +6.6% | -29.0% | +35.6% | +9.5% |
| 1Y | +51.5% | -33.2% | +84.7% | +56.2% |
| All | +172.1% | +57.4% | +114.7% | +144.9% |
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