+212.2%
GLD vs JCI
+303.0%
-90.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.8% | -2.9% | +1.7% |
| 7D | +4.9% | -3.4% | +8.4% | +5.0% |
| 30D | -1.3% | -10.1% | +8.8% | -0.9% |
| 3M | -4.8% | -6.8% | +2.0% | -4.5% |
| 6M | -12.5% | +2.0% | -14.5% | -12.6% |
| YTD | -4.2% | +19.2% | -23.4% | -4.7% |
| 1Y | +3.0% | +16.7% | -13.7% | +2.6% |
| 3Y | +109.1% | +194.3% | -85.2% | +103.5% |
| 5Y | +121.6% | +103.0% | +18.5% | +116.4% |
| 10Y | +212.2% | +301.7% | -89.5% | +199.4% |
| All | +212.2% | +303.0% | -90.8% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling