+248.5%
GLDM vs BRO
+172.3%
+76.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | -0.5% | -2.6% | +2.0% | -0.5% |
| 30D | +4.4% | +0.9% | +3.5% | +4.4% |
| 3M | -1.1% | +24.8% | -25.8% | -1.2% |
| 6M | -13.7% | -0.1% | -13.6% | -13.5% |
| YTD | +2.8% | -9.7% | +12.5% | +3.2% |
| 1Y | +24.8% | -24.5% | +49.3% | +26.0% |
| 3Y | +127.8% | -1.6% | +129.4% | +127.6% |
| 5Y | +141.1% | +25.6% | +115.6% | +137.4% |
| All | +248.5% | +172.3% | +76.2% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling