+122.0%
GLD vs BROS
+3.9%
+118.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | +4.7% | -21.2% | +25.9% | +5.1% |
| 30D | -0.9% | -11.6% | +10.7% | -0.7% |
| 3M | -4.4% | -36.7% | +32.3% | -3.7% |
| 6M | -13.6% | -42.8% | +29.3% | -12.8% |
| YTD | -6.0% | -44.8% | +38.8% | -5.2% |
| 1Y | +1.8% | -36.5% | +38.3% | +2.4% |
| 3Y | +103.2% | +27.0% | +76.2% | +100.6% |
| 5Y | +119.3% | -50.3% | +169.7% | +114.7% |
| All | +122.0% | +3.9% | +118.1% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling