+25.7%
GPN vs BRO
+294.2%
-268.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -4.3% | -7.3% | +3.0% | +0.5% |
| 30D | 0.0% | -6.9% | +6.9% | +4.6% |
| 3M | +35.8% | +10.7% | +25.2% | +26.6% |
| 6M | +22.0% | -2.7% | +24.7% | +22.7% |
| YTD | +15.2% | -16.3% | +31.5% | +27.4% |
| 1Y | +3.5% | -29.1% | +32.6% | +27.5% |
| 3Y | -26.9% | -7.8% | -19.1% | -27.9% |
| 5Y | -44.2% | +18.7% | -62.9% | -57.2% |
| All | +25.7% | +294.2% | -268.6% | -50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling