+155.6%
GS vs BROS
+8.6%
+147.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.7% |
| 7D | +1.6% | -19.0% | +20.6% | +4.3% |
| 30D | +1.7% | -7.3% | +8.9% | +2.5% |
| 3M | -11.6% | -31.2% | +19.6% | -7.5% |
| 6M | -1.9% | -33.0% | +31.1% | +2.1% |
| YTD | +5.1% | -42.4% | +47.4% | +11.0% |
| 1Y | +16.4% | -37.7% | +54.2% | +21.6% |
| 3Y | +199.0% | +28.2% | +170.8% | +181.0% |
| 5Y | +157.4% | -43.4% | +200.8% | +145.8% |
| All | +155.6% | +8.6% | +147.0% | +155.8% |
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