+102.8%
GOOGL vs BROS
-49.1%
+152.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +2.3% |
| 7D | +5.7% | -2.5% | +8.2% | +6.0% |
| 30D | -15.6% | -11.2% | -4.3% | -14.5% |
| 3M | -13.0% | -33.9% | +20.9% | -8.0% |
| 6M | -22.8% | -33.5% | +10.7% | -19.3% |
| YTD | -4.4% | -44.9% | +40.6% | +2.4% |
| 1Y | +4.5% | -41.5% | +45.9% | +10.5% |
| 3Y | +127.4% | +22.4% | +105.0% | +100.4% |
| 5Y | +102.8% | -45.7% | +148.5% | +95.8% |
| All | +102.8% | -49.1% | +152.0% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling