+800.7%
GLD vs BRO
+741.1%
+59.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.8% |
| 7D | +0.7% | -5.4% | +6.1% | +0.7% |
| 30D | +0.3% | -4.3% | +4.6% | +0.2% |
| 3M | +0.6% | +17.8% | -17.2% | +0.9% |
| 6M | -15.6% | -6.8% | -8.8% | -15.6% |
| YTD | +0.9% | -13.8% | +14.7% | +0.8% |
| 1Y | +19.4% | -27.8% | +47.2% | +19.2% |
| 3Y | +124.5% | -4.7% | +129.2% | +124.8% |
| 5Y | +138.9% | +20.6% | +118.3% | +139.9% |
| 10Y | +213.3% | +293.7% | -80.4% | +224.6% |
| All | +800.7% | +741.1% | +59.6% | +881.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling