+89.7%
GWW vs BRO
-7.6%
+97.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.4% | -7.3% | +4.0% | -1.9% |
| 30D | -1.9% | -6.9% | +4.9% | -0.6% |
| 3M | -2.4% | +10.7% | -13.1% | -4.8% |
| 6M | +15.7% | -2.7% | +18.4% | +16.0% |
| YTD | +27.6% | -16.3% | +43.9% | +33.0% |
| 1Y | +27.2% | -29.1% | +56.3% | +39.0% |
| 3Y | +89.7% | -7.8% | +97.5% | +93.6% |
| All | +89.7% | -7.6% | +97.3% | +93.6% |
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