+126.5%
GLDM vs BRO
-6.1%
+132.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -2.0% |
| 7D | +0.7% | -5.4% | +6.1% | +0.4% |
| 30D | +0.3% | -4.3% | +4.7% | +0.1% |
| 3M | +0.7% | +17.8% | -17.1% | +1.8% |
| 6M | -15.4% | -6.8% | -8.7% | -15.1% |
| YTD | +1.0% | -13.8% | +14.8% | +1.4% |
| 1Y | +19.7% | -27.8% | +47.6% | +20.4% |
| 3Y | +126.5% | -4.7% | +131.2% | +133.9% |
| All | +126.5% | -6.1% | +132.6% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling