+3.2%
GPN vs BROS
-32.8%
+36.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -4.6% | -5.8% | +1.2% | -3.4% |
| 30D | -0.3% | -14.0% | +13.7% | +2.7% |
| 3M | +35.4% | -32.5% | +67.9% | +44.9% |
| 6M | +21.7% | -14.9% | +36.6% | +22.0% |
| YTD | +14.9% | -28.3% | +43.2% | +19.3% |
| 1Y | +3.2% | -34.0% | +37.2% | +1.6% |
| All | +3.2% | -32.8% | +36.0% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling