+2,064.0%
GS vs BRO
+4,576.9%
-2,512.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.9% |
| 7D | +0.9% | -2.6% | +3.5% | +2.3% |
| 30D | -1.6% | +0.9% | -2.5% | -2.3% |
| 3M | -4.5% | +24.8% | -29.2% | -17.1% |
| 6M | +20.9% | -0.1% | +21.0% | +17.3% |
| YTD | +19.9% | -9.7% | +29.6% | +22.1% |
| 1Y | +41.4% | -24.5% | +65.9% | +57.9% |
| 3Y | +239.2% | -1.6% | +240.8% | +217.1% |
| 5Y | +185.0% | +25.6% | +159.5% | +123.8% |
| 10Y | +655.0% | +309.8% | +345.1% | +200.9% |
| All | +2,064.0% | +4,576.9% | -2,512.9% | +335.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling