+129.7%
GOOG vs BROS
+33.7%
+96.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.1% |
| 7D | -2.5% | -6.1% | +3.6% | -1.7% |
| 30D | -3.6% | -12.4% | +8.8% | -2.0% |
| 3M | -6.4% | -27.9% | +21.5% | -2.9% |
| 6M | +7.8% | -16.8% | +24.6% | +9.2% |
| YTD | +5.5% | -29.0% | +34.5% | +8.9% |
| 1Y | +38.3% | -33.2% | +71.5% | +43.3% |
| 3Y | +143.1% | +56.8% | +86.3% | +114.6% |
| All | +129.7% | +33.7% | +96.0% | +108.7% |
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 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