+154.7%
GS vs BRO
+14.1%
+140.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +5.1% | -5.1% | +10.3% | +6.3% |
| 30D | +2.4% | +10.4% | -8.0% | 0.0% |
| 3M | -11.5% | -0.5% | -11.0% | -11.7% |
| 6M | -2.5% | +27.1% | -29.6% | -10.2% |
| YTD | +5.5% | -10.6% | +16.0% | +8.2% |
| 1Y | +11.0% | -11.1% | +22.2% | +14.0% |
| 3Y | +200.1% | -1.0% | +201.0% | +189.3% |
| 5Y | +154.7% | +13.4% | +141.3% | +117.2% |
| All | +154.7% | +14.1% | +140.6% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling