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  • GLDM vs BR✓SelectedUSD · BRGLDM vs BR performance historyLatest closeAs of-0.89%09/04
Stock and ETF performance explorer

GLDM vs BR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+248.5%
BR return
+73.7%
Excess return
+174.8%
Maximum drawdown
-26.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBRExcessAlpha
1D-0.9%-3.4%+2.5%-0.8%
7D-0.5%-5.3%+4.7%-0.4%
30D+4.4%+6.4%-2.0%+4.3%
3M-1.1%+13.6%-14.7%-1.2%
6M-13.7%-6.7%-7.0%-13.5%
YTD+2.8%-21.1%+23.9%+3.4%
1Y+24.8%-29.6%+54.4%+26.2%
3Y+127.8%-2.4%+130.2%+127.4%
5Y+141.1%+11.2%+129.9%+139.2%
All+248.5%+73.7%+174.8%+242.9%

Cumulative growth

Daily Returns

Daily percentage return beside BR.

Daily Out/Under-Performance

Portfolio return minus BR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BR 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 BR 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