-54.8%
GTLB vs BRO
+10.4%
-65.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.5% |
| 7D | -5.7% | -7.3% | +1.6% | -1.1% |
| 30D | +15.1% | -6.9% | +22.0% | +20.2% |
| 3M | +65.5% | +10.7% | +54.8% | +54.2% |
| 6M | +102.9% | -2.7% | +105.6% | +103.4% |
| YTD | +25.2% | -16.3% | +41.5% | +38.3% |
| 1Y | -5.5% | -29.1% | +23.6% | +15.7% |
| 3Y | -10.9% | -7.8% | -3.1% | -22.5% |
| All | -54.8% | +10.4% | -65.2% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling