-26.9%
GPN vs BRO
-7.6%
-19.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -4.3% | -7.3% | +3.0% | -1.2% |
| 30D | 0.0% | -6.9% | +6.9% | +3.0% |
| 3M | +35.8% | +10.7% | +25.2% | +30.6% |
| 6M | +22.0% | -2.7% | +24.7% | +23.0% |
| YTD | +15.2% | -16.3% | +31.5% | +23.2% |
| 1Y | +3.5% | -29.1% | +32.6% | +18.0% |
| 3Y | -26.9% | -7.8% | -19.1% | -22.9% |
| All | -26.9% | -7.6% | -19.3% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling