-10.9%
GTLB vs BRO
-7.6%
-3.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -5.7% | -7.3% | +1.6% | -3.8% |
| 30D | +15.1% | -6.9% | +22.0% | +17.3% |
| 3M | +65.5% | +10.7% | +54.8% | +61.5% |
| 6M | +102.9% | -2.7% | +105.6% | +102.7% |
| YTD | +25.2% | -16.3% | +41.5% | +28.9% |
| 1Y | -5.5% | -29.1% | +23.6% | +0.7% |
| 3Y | -10.9% | -7.8% | -3.1% | -19.8% |
| All | -10.9% | -7.6% | -3.3% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling