+1,809.7%
GS vs BRO
+4,622.3%
-2,812.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.6% | -0.7% |
| 7D | +5.9% | -0.3% | +6.1% | +5.9% |
| 30D | +4.3% | +11.3% | -7.0% | -2.2% |
| 3M | -11.7% | +0.7% | -12.4% | -13.2% |
| 6M | -3.2% | +32.9% | -36.1% | -19.8% |
| YTD | +5.8% | -8.8% | +14.6% | +5.9% |
| 1Y | +16.0% | -9.2% | +25.3% | +16.2% |
| 3Y | +199.8% | +0.1% | +199.7% | +174.8% |
| 5Y | +155.5% | +15.6% | +139.9% | +109.0% |
| 10Y | +452.7% | +300.2% | +152.5% | +120.7% |
| All | +1,809.7% | +4,622.3% | -2,812.6% | +277.9% |
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