+136.0%
GOOG vs BRO
+17.6%
+118.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | 0.0% | -7.3% | +7.4% | +1.9% |
| 30D | -2.0% | -6.9% | +4.9% | -0.2% |
| 3M | -5.9% | +10.7% | -16.5% | -8.8% |
| 6M | +8.9% | -2.7% | +11.6% | +9.0% |
| YTD | +7.1% | -16.3% | +23.4% | +12.0% |
| 1Y | +39.7% | -29.1% | +68.8% | +54.3% |
| 3Y | +145.8% | -7.8% | +153.7% | +126.5% |
| All | +136.0% | +17.6% | +118.4% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling