+140.3%
GLD vs BROS
+38.3%
+102.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | +0.1% | -6.6% | +6.7% | +0.3% |
| 30D | +0.2% | -12.3% | +12.5% | +0.4% |
| 3M | +3.2% | -22.2% | +25.4% | +3.6% |
| 6M | -14.6% | -14.3% | -0.4% | -14.5% |
| YTD | +1.8% | -26.6% | +28.3% | +2.1% |
| 1Y | +20.7% | -31.5% | +52.2% | +21.2% |
| 3Y | +126.5% | +62.3% | +64.2% | +122.6% |
| All | +140.3% | +38.3% | +102.0% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling