+72.4%
GM vs BROS
+35.1%
+37.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.7% |
| 7D | -2.4% | -5.8% | +3.3% | -1.6% |
| 30D | -1.1% | -14.0% | +12.8% | +1.1% |
| 3M | +6.1% | -32.5% | +38.6% | +11.9% |
| 6M | +15.0% | -14.9% | +29.9% | +16.3% |
| YTD | +6.0% | -28.3% | +34.3% | +9.7% |
| 1Y | +47.1% | -34.0% | +81.1% | +53.7% |
| 3Y | +170.5% | +63.0% | +107.5% | +132.3% |
| All | +72.4% | +35.1% | +37.3% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling