+129.7%
GLDM vs BROS
+63.0%
+66.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -0.5% | -6.7% | +6.1% | -0.4% |
| 30D | +4.4% | -29.1% | +33.5% | +5.2% |
| 3M | -1.1% | -16.7% | +15.6% | -0.7% |
| 6M | -13.7% | -11.6% | -2.1% | -13.5% |
| YTD | +2.8% | -23.9% | +26.7% | +3.1% |
| 1Y | +24.8% | -34.8% | +59.6% | +25.5% |
| All | +129.7% | +63.0% | +66.6% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling