+13,449.8%
GOOG vs BRO
+682.8%
+12,767.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | 0.0% | -7.3% | +7.4% | +3.3% |
| 30D | -2.0% | -6.9% | +4.9% | +0.9% |
| 3M | -5.9% | +10.7% | -16.5% | -10.7% |
| 6M | +8.9% | -2.7% | +11.6% | +8.4% |
| YTD | +7.1% | -16.3% | +23.4% | +13.1% |
| 1Y | +39.7% | -29.1% | +68.8% | +57.7% |
| 3Y | +145.8% | -7.8% | +153.7% | +137.0% |
| 5Y | +138.6% | +18.7% | +119.9% | +100.3% |
| 10Y | +791.5% | +291.9% | +499.6% | +325.2% |
| All | +13,449.8% | +682.8% | +12,767.0% | +4,600.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling