+143.8%
GOOGL vs BROS
+62.9%
+80.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.1% |
| 7D | -1.9% | -6.6% | +4.7% | -1.1% |
| 30D | -7.5% | -12.3% | +4.9% | -6.1% |
| 3M | -9.2% | -22.2% | +13.0% | -7.2% |
| 6M | +8.1% | -14.3% | +22.3% | +8.9% |
| YTD | +5.8% | -26.6% | +32.4% | +8.3% |
| 1Y | +38.3% | -31.5% | +69.8% | +42.1% |
| All | +143.8% | +62.9% | +80.9% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling