-8.1%
GLD vs BROS
-40.8%
+32.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -2.5% |
| 7D | -5.5% | -2.5% | -3.0% | -5.3% |
| 30D | -7.0% | -11.2% | +4.2% | -6.7% |
| 3M | -12.4% | -33.9% | +21.6% | -9.9% |
| 6M | -18.0% | -33.5% | +15.5% | -16.5% |
| YTD | -10.5% | -44.9% | +34.5% | -8.1% |
| 1Y | -8.1% | -41.5% | +33.4% | -6.1% |
| All | -8.1% | -40.8% | +32.8% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling