+133.2%
GOOG vs BROS
+41.2%
+92.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | -5.1% | -13.5% | +8.4% | -3.3% |
| 3M | -7.1% | -18.4% | +11.4% | -5.2% |
| 6M | +12.7% | -10.6% | +23.2% | +13.1% |
| YTD | +7.1% | -25.1% | +32.1% | +9.7% |
| 1Y | +43.6% | -28.6% | +72.2% | +47.6% |
| 3Y | +146.8% | +65.6% | +81.2% | +116.3% |
| All | +133.2% | +41.2% | +92.0% | +110.3% |
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