-3.6%
GLDM vs BROS
-38.0%
+34.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -2.0% | -20.4% | +18.5% | -0.7% |
| 30D | -4.4% | -6.1% | +1.7% | -4.5% |
| 3M | -8.8% | -29.4% | +20.5% | -6.8% |
| 6M | -15.9% | -31.5% | +15.6% | -14.5% |
| YTD | -7.7% | -42.8% | +35.1% | -5.4% |
| 1Y | -3.6% | -37.5% | +33.9% | -2.1% |
| All | -3.6% | -38.0% | +34.4% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling