-2.4%
GLD vs JBL
+14.3%
-16.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | +2.8% | -8.1% | +10.9% | +3.8% |
| 30D | -4.0% | -18.4% | +14.5% | -1.4% |
| 3M | -8.2% | -25.8% | +17.5% | -4.8% |
| 6M | -14.8% | -29.6% | +14.8% | -11.5% |
| YTD | -6.8% | +9.6% | -16.4% | -8.7% |
| 1Y | -2.4% | +14.1% | -16.5% | -4.7% |
| All | -2.4% | +14.3% | -16.7% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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