-26.9%
GPN vs BROS
+59.1%
-86.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -4.3% | -5.8% | +1.4% | -3.6% |
| 30D | 0.0% | -14.0% | +14.0% | +2.0% |
| 3M | +35.8% | -32.5% | +68.3% | +42.2% |
| 6M | +22.0% | -14.9% | +36.9% | +23.4% |
| YTD | +15.2% | -28.3% | +43.5% | +18.7% |
| 1Y | +3.5% | -34.0% | +37.5% | +7.2% |
| 3Y | -26.9% | +63.0% | -89.9% | -37.0% |
| All | -26.9% | +59.1% | -86.0% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling