+755.6%
GOOGL vs BRO
+294.2%
+461.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | 0.0% | -7.3% | +7.3% | +3.0% |
| 30D | -1.4% | -6.9% | +5.4% | +1.3% |
| 3M | -5.3% | +10.7% | -16.0% | -9.8% |
| 6M | +9.8% | -2.7% | +12.5% | +9.5% |
| YTD | +8.4% | -16.3% | +24.7% | +14.6% |
| 1Y | +41.2% | -29.1% | +70.3% | +60.0% |
| 3Y | +149.6% | -7.8% | +157.4% | +135.0% |
| 5Y | +142.6% | +18.7% | +123.8% | +92.8% |
| All | +755.6% | +294.2% | +461.3% | +324.5% |
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 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