+204.7%
GLDM vs BRO
+174.9%
+29.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | +0.1% |
| 7D | -4.6% | -0.3% | -4.4% | -4.6% |
| 30D | -5.5% | +11.3% | -16.7% | -5.5% |
| 3M | -10.9% | +0.7% | -11.6% | -10.9% |
| 6M | -17.3% | +32.9% | -50.2% | -17.5% |
| YTD | -10.2% | -8.8% | -1.3% | -9.8% |
| 1Y | -6.9% | -9.2% | +2.3% | -6.6% |
| 3Y | +98.7% | +0.1% | +98.6% | +98.4% |
| 5Y | +106.7% | +15.6% | +91.1% | +104.7% |
| All | +204.7% | +174.9% | +29.7% | +195.3% |
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