+15.9%
GS vs BROS
-34.1%
+50.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.6% | -2.0% | +3.6% |
| 7D | +0.8% | -17.9% | +18.8% | +3.7% |
| 30D | +1.2% | -5.4% | +6.6% | +2.2% |
| 3M | -12.4% | -32.1% | +19.7% | -7.6% |
| 6M | -2.3% | -31.7% | +29.4% | -0.4% |
| YTD | +4.6% | -41.2% | +45.8% | +6.7% |
| All | +15.9% | -34.1% | +50.0% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling