+2.8%
GLD vs BRO
-3.8%
+6.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +4.2% |
| 7D | -0.3% | +12.2% | -12.4% | +1.3% |
| 30D | -1.9% | +21.3% | -23.1% | +0.8% |
| 3M | -0.4% | +4.1% | -4.5% | 0.0% |
| 6M | -10.2% | +28.9% | -39.0% | -6.1% |
| YTD | -6.0% | -6.6% | +0.6% | -5.1% |
| 1Y | +2.8% | -5.6% | +8.4% | +3.7% |
| All | +2.8% | -3.8% | +6.6% | +3.7% |
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