+144.0%
GS vs BROS
+6.4%
+137.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -21.4% | +15.1% | -3.5% |
| 7D | -6.3% | -21.4% | +15.1% | -3.5% |
| 30D | -3.1% | -11.5% | +8.3% | -1.8% |
| 3M | -17.7% | -47.4% | +29.7% | -11.0% |
| 6M | -4.6% | -39.5% | +35.0% | +0.7% |
| YTD | +0.3% | -43.5% | +43.8% | +6.3% |
| 1Y | +11.7% | -37.8% | +49.5% | +16.7% |
| 3Y | +183.6% | +30.5% | +153.1% | +166.1% |
| 5Y | +141.0% | -49.1% | +190.1% | +129.9% |
| All | +144.0% | +6.4% | +137.7% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling