+798.5%
GLD vs BRKR
+1,260.4%
-461.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.6% |
| 7D | -2.0% | -8.7% | +6.7% | -1.7% |
| 30D | -1.5% | -9.9% | +8.3% | -1.3% |
| 3M | +3.2% | -3.1% | +6.3% | +3.2% |
| 6M | -16.3% | +45.5% | -61.8% | -17.2% |
| YTD | +0.6% | +13.7% | -13.1% | 0.0% |
| 1Y | +19.1% | +67.4% | -48.3% | +17.4% |
| 3Y | +123.5% | -13.2% | +136.7% | +122.6% |
| 5Y | +138.5% | -39.5% | +178.0% | +138.6% |
| 10Y | +214.6% | +153.5% | +61.1% | +205.1% |
| All | +798.5% | +1,260.4% | -461.8% | +714.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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