+156.6%
GS vs BROS
+3.7%
+152.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.9% |
| 7D | +5.1% | -2.5% | +7.6% | +5.5% |
| 30D | +2.4% | -11.2% | +13.7% | +3.9% |
| 3M | -11.5% | -33.9% | +22.4% | -6.9% |
| 6M | -2.5% | -33.5% | +31.0% | +1.5% |
| YTD | +5.5% | -44.9% | +50.4% | +12.1% |
| 1Y | +11.0% | -41.5% | +52.5% | +17.0% |
| 3Y | +200.1% | +22.4% | +177.6% | +183.8% |
| 5Y | +154.7% | -45.7% | +200.4% | +144.7% |
| All | +156.6% | +3.7% | +152.8% | +158.3% |
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