+639.9%
GS vs BRO
+294.2%
+345.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.9% | -7.3% | +6.4% | +2.7% |
| 30D | -0.3% | -6.9% | +6.6% | +2.8% |
| 3M | -0.1% | +10.7% | -10.8% | -7.1% |
| 6M | +26.1% | -2.7% | +28.8% | +24.5% |
| YTD | +18.8% | -16.3% | +35.1% | +26.3% |
| 1Y | +33.7% | -29.1% | +62.8% | +55.4% |
| 3Y | +238.9% | -7.8% | +246.8% | +223.1% |
| 5Y | +187.9% | +18.7% | +169.2% | +118.4% |
| All | +639.9% | +294.2% | +345.6% | +136.5% |
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