+12.6%
GTLB vs BRO
-3.6%
+16.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -1.2% |
| 7D | -9.7% | +12.4% | -22.1% | -12.8% |
| 30D | +1.7% | +21.6% | -19.9% | -5.2% |
| 3M | +43.6% | +4.3% | +39.2% | +40.8% |
| 6M | +113.0% | +29.2% | +83.8% | +95.6% |
| YTD | +39.5% | -6.4% | +45.9% | +33.8% |
| 1Y | +12.6% | -5.3% | +17.9% | +8.5% |
| All | +12.6% | -3.6% | +16.2% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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