+239.6%
GLDM vs BRO
+152.9%
+86.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -3.4% | -8.6% | +5.2% | -3.4% |
| 30D | -1.1% | -6.9% | +5.8% | -1.1% |
| 3M | +5.9% | +10.5% | -4.6% | +5.8% |
| 6M | -16.9% | -2.8% | -14.1% | -16.8% |
| YTD | +0.2% | -16.1% | +16.3% | +0.6% |
| 1Y | +18.6% | -27.6% | +46.2% | +19.5% |
| 3Y | +124.6% | -7.3% | +131.9% | +124.3% |
| 5Y | +140.6% | +19.0% | +121.6% | +136.6% |
| All | +239.6% | +152.9% | +86.7% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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