+215.0%
GLD vs BRO
+294.2%
-79.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.0% | -7.3% | +5.4% | -2.0% |
| 30D | -1.5% | -6.9% | +5.3% | -1.5% |
| 3M | +3.2% | +10.7% | -7.4% | +3.2% |
| 6M | -16.3% | -2.7% | -13.6% | -16.2% |
| YTD | +0.6% | -16.3% | +16.9% | +1.0% |
| 1Y | +19.1% | -29.1% | +48.2% | +20.0% |
| 3Y | +123.5% | -7.8% | +131.3% | +123.4% |
| 5Y | +138.5% | +18.7% | +119.8% | +135.6% |
| All | +215.0% | +294.2% | -79.2% | +243.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling