+72.7%
GM vs BROS
+41.2%
+31.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | -1.8% | -13.5% | +11.6% | +0.2% |
| 3M | +2.6% | -18.4% | +21.1% | +5.0% |
| 6M | +14.6% | -10.6% | +25.1% | +15.1% |
| YTD | +6.2% | -25.1% | +31.3% | +9.2% |
| 1Y | +48.7% | -28.6% | +77.3% | +53.5% |
| 3Y | +168.3% | +65.6% | +102.7% | +130.1% |
| All | +72.7% | +41.2% | +31.6% | +61.7% |
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