+143.8%
GLDM vs BRO
+17.6%
+126.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +0.8% |
| 7D | +0.2% | -7.6% | +7.8% | -0.1% |
| 30D | +0.3% | -6.9% | +7.1% | 0.0% |
| 3M | +3.3% | +12.8% | -9.5% | +3.8% |
| 6M | -14.5% | -5.9% | -8.6% | -14.3% |
| YTD | +1.9% | -15.9% | +17.8% | +2.0% |
| 1Y | +21.1% | -28.1% | +49.2% | +21.1% |
| 3Y | +128.6% | -7.0% | +135.6% | +129.7% |
| 5Y | +143.8% | +18.0% | +125.8% | +147.0% |
| All | +143.8% | +17.6% | +126.2% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling