-5.5%
GTLB vs BRO
-27.7%
+22.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -5.7% | -7.3% | +1.6% | -4.3% |
| 30D | +15.1% | -6.9% | +22.0% | +16.6% |
| 3M | +65.5% | +10.7% | +54.8% | +64.2% |
| 6M | +102.9% | -2.7% | +105.6% | +97.8% |
| YTD | +25.2% | -16.3% | +41.5% | +17.1% |
| 1Y | -5.5% | -29.1% | +23.6% | -21.1% |
| All | -5.5% | -27.7% | +22.2% | -21.1% |
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