+191.7%
GS vs BROS
+43.3%
+148.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | +0.9% | -6.7% | +7.6% | +1.8% |
| 30D | -1.6% | -29.1% | +27.5% | +2.6% |
| 3M | -4.5% | -16.7% | +12.2% | -3.0% |
| 6M | +20.9% | -11.6% | +32.5% | +21.4% |
| YTD | +19.9% | -23.9% | +43.8% | +22.5% |
| 1Y | +41.4% | -34.8% | +76.2% | +46.9% |
| 3Y | +239.2% | +62.1% | +177.1% | +209.4% |
| All | +191.7% | +43.3% | +148.4% | +182.3% |
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 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