+780.7%
GOOG vs BRO
+294.2%
+486.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | 0.0% | -7.3% | +7.4% | +3.0% |
| 30D | -2.0% | -6.9% | +4.9% | +0.7% |
| 3M | -5.9% | +10.7% | -16.5% | -10.4% |
| 6M | +8.9% | -2.7% | +11.6% | +8.6% |
| YTD | +7.1% | -16.3% | +23.4% | +13.3% |
| 1Y | +39.7% | -29.1% | +68.8% | +58.3% |
| 3Y | +145.8% | -7.8% | +153.7% | +131.5% |
| 5Y | +138.6% | +18.7% | +119.9% | +89.8% |
| All | +780.7% | +294.2% | +486.4% | +339.6% |
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