+124.3%
GLDM vs BROS
-51.1%
+175.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -21.4% | +22.3% | +1.4% |
| 7D | +1.9% | -21.4% | +23.3% | +2.4% |
| 30D | -1.7% | -11.5% | +9.8% | -1.5% |
| 3M | -3.5% | -47.4% | +43.8% | -2.2% |
| 6M | -10.1% | -39.5% | +29.5% | -9.2% |
| YTD | -5.0% | -43.5% | +38.5% | -4.1% |
| 1Y | +2.8% | -37.8% | +40.6% | +3.6% |
| 3Y | +105.1% | +30.5% | +74.6% | +100.9% |
| 5Y | +124.3% | -49.1% | +173.4% | +117.3% |
| All | +124.3% | -51.1% | +175.4% | +117.3% |
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