+117.6%
GLD vs BROS
+7.7%
+109.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -2.0% | -20.4% | +18.4% | -1.6% |
| 30D | -4.4% | -6.1% | +1.6% | -4.4% |
| 3M | -8.9% | -29.4% | +20.4% | -8.4% |
| 6M | -16.0% | -31.5% | +15.5% | -15.5% |
| YTD | -7.9% | -42.8% | +35.0% | -7.2% |
| 1Y | -3.9% | -37.5% | +33.6% | -3.3% |
| 3Y | +103.4% | +27.2% | +76.3% | +100.8% |
| 5Y | +109.7% | -47.0% | +156.7% | +105.2% |
| All | +117.6% | +7.7% | +109.9% | +116.3% |
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