+187.0%
GS vs BRO
+17.6%
+169.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.2% |
| 7D | +2.4% | -7.6% | +10.1% | +4.3% |
| 30D | -0.1% | -6.9% | +6.8% | +1.5% |
| 3M | +0.2% | +12.8% | -12.6% | -4.3% |
| 6M | +24.8% | -5.9% | +30.7% | +25.7% |
| YTD | +18.8% | -15.9% | +34.6% | +23.9% |
| 1Y | +37.3% | -28.1% | +65.5% | +51.4% |
| 3Y | +237.9% | -7.0% | +244.9% | +231.4% |
| 5Y | +187.0% | +18.0% | +169.0% | +140.8% |
| All | +187.0% | +17.6% | +169.4% | +140.8% |
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