+126.1%
GLD vs BROS
+10.8%
+115.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.6% | -4.8% | +1.8% |
| 7D | +4.9% | -17.9% | +22.9% | +5.3% |
| 30D | -1.3% | -5.4% | +4.0% | -1.3% |
| 3M | -4.8% | -32.1% | +27.3% | -4.1% |
| 6M | -12.5% | -31.7% | +19.2% | -12.0% |
| YTD | -4.2% | -41.2% | +36.9% | -3.6% |
| 1Y | +3.0% | -32.6% | +35.6% | +3.6% |
| 3Y | +109.1% | +32.7% | +76.4% | +106.3% |
| 5Y | +121.6% | -44.2% | +165.8% | +116.8% |
| All | +126.1% | +10.8% | +115.3% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling