+213.3%
GLD vs JCI
+328.4%
-115.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | +0.7% | +5.1% | -4.4% | +0.6% |
| 30D | +0.3% | -3.8% | +4.2% | +0.4% |
| 3M | +0.6% | +1.9% | -1.3% | +0.5% |
| 6M | -15.6% | +11.2% | -26.8% | -15.9% |
| YTD | +0.9% | +22.9% | -22.1% | +0.2% |
| 1Y | +19.4% | +37.4% | -18.0% | +18.3% |
| 3Y | +124.5% | +167.8% | -43.4% | +118.6% |
| 5Y | +138.9% | +115.0% | +23.9% | +133.0% |
| 10Y | +213.3% | +325.3% | -112.0% | +202.3% |
| All | +213.3% | +328.4% | -115.2% | +202.3% |
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