+13,508.9%
GOOGL vs BRO
+682.8%
+12,826.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | 0.0% | -7.3% | +7.3% | +3.2% |
| 30D | -1.4% | -6.9% | +5.4% | +1.5% |
| 3M | -5.3% | +10.7% | -16.0% | -10.1% |
| 6M | +9.8% | -2.7% | +12.5% | +9.3% |
| YTD | +8.4% | -16.3% | +24.7% | +14.5% |
| 1Y | +41.2% | -29.1% | +70.3% | +59.4% |
| 3Y | +149.6% | -7.8% | +157.4% | +140.6% |
| 5Y | +142.6% | +18.7% | +123.8% | +103.7% |
| 10Y | +766.8% | +291.9% | +474.9% | +314.8% |
| All | +13,508.9% | +682.8% | +12,826.1% | +4,634.3% |
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 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