+143.2%
GS vs BROS
+3.9%
+139.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | -0.1% |
| 7D | -3.2% | -21.2% | +18.0% | -0.3% |
| 30D | -2.4% | -11.6% | +9.1% | -1.1% |
| 3M | -15.7% | -36.7% | +20.9% | -10.9% |
| 6M | -6.8% | -42.8% | +36.1% | -0.9% |
| YTD | -0.1% | -44.8% | +44.8% | +6.2% |
| 1Y | +12.1% | -36.5% | +48.6% | +16.8% |
| 3Y | +185.8% | +27.0% | +158.8% | +169.2% |
| 5Y | +140.1% | -50.3% | +190.4% | +129.8% |
| All | +143.2% | +3.9% | +139.2% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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