-43.9%
GPN vs BROS
+33.7%
-77.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.1% | +2.2% |
| 7D | -3.5% | -6.1% | +2.5% | -2.8% |
| 30D | +3.1% | -12.4% | +15.5% | +4.8% |
| 3M | +42.3% | -27.9% | +70.2% | +47.5% |
| 6M | +20.9% | -16.8% | +37.7% | +22.7% |
| YTD | +15.2% | -29.0% | +44.3% | +18.9% |
| 1Y | +5.4% | -33.2% | +38.6% | +9.4% |
| 3Y | -27.4% | +56.8% | -84.2% | -34.3% |
| All | -43.9% | +33.7% | -77.6% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling