+136.6%
GOOGL vs BROS
+43.3%
+93.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -2.3% | -6.7% | +4.4% | -1.4% |
| 30D | -6.6% | -29.1% | +22.5% | -2.5% |
| 3M | -8.9% | -16.7% | +7.8% | -7.4% |
| 6M | +11.9% | -11.6% | +23.5% | +12.5% |
| YTD | +8.3% | -23.9% | +32.3% | +10.8% |
| 1Y | +46.2% | -34.8% | +81.0% | +52.1% |
| 3Y | +151.9% | +62.1% | +89.8% | +121.8% |
| All | +136.6% | +43.3% | +93.2% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling