+138.2%
GLD vs BROS
+41.2%
+97.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | +0.7% | -0.9% | +1.7% | +0.8% |
| 30D | +0.3% | -13.5% | +13.8% | +0.6% |
| 3M | +0.6% | -18.4% | +19.1% | +0.9% |
| 6M | -15.6% | -10.6% | -5.0% | -15.5% |
| YTD | +0.9% | -25.1% | +25.9% | +1.2% |
| 1Y | +19.4% | -28.6% | +48.0% | +19.8% |
| 3Y | +124.5% | +65.6% | +58.9% | +120.6% |
| All | +138.2% | +41.2% | +97.0% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BROS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling