+126.0%
GOOGL vs BROS
+30.6%
+95.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.5% | -1.6% |
| 7D | +3.9% | +6.3% | -2.4% | +3.1% |
| 30D | -14.9% | -8.3% | -6.6% | -14.5% |
| 3M | -14.6% | -29.8% | +15.2% | -11.7% |
| 6M | -26.4% | -25.8% | -0.6% | -25.0% |
| YTD | -5.3% | -41.4% | +36.0% | -1.4% |
| 1Y | +6.5% | -35.2% | +41.6% | +9.4% |
| 3Y | +126.0% | +32.8% | +93.3% | +121.4% |
| All | +126.0% | +30.6% | +95.5% | +121.4% |
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