+121.8%
GLDM vs BROS
-50.1%
+171.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | +4.7% | -21.2% | +25.9% | +5.2% |
| 30D | -0.9% | -11.6% | +10.7% | -0.7% |
| 3M | -4.3% | -36.7% | +32.4% | -3.4% |
| 6M | -13.4% | -42.8% | +29.4% | -12.4% |
| YTD | -5.8% | -44.8% | +39.0% | -4.8% |
| 1Y | +2.1% | -36.5% | +38.6% | +2.9% |
| 3Y | +105.0% | +27.0% | +78.1% | +101.0% |
| All | +121.8% | -50.1% | +171.9% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling