+137.7%
GLD vs BRO
+17.6%
+120.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.0% | -7.3% | +5.4% | -2.2% |
| 30D | -1.5% | -6.9% | +5.3% | -1.8% |
| 3M | +3.2% | +10.7% | -7.4% | +3.6% |
| 6M | -16.3% | -2.7% | -13.6% | -16.1% |
| YTD | +0.6% | -16.3% | +16.9% | +0.7% |
| 1Y | +19.1% | -29.1% | +48.2% | +19.2% |
| 3Y | +123.5% | -7.8% | +131.3% | +124.6% |
| All | +137.7% | +17.6% | +120.1% | +141.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling