+19.4%
GLD vs JCI
+38.2%
-18.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.9% |
| 7D | +0.7% | +5.1% | -4.4% | -0.2% |
| 30D | +0.3% | -3.8% | +4.2% | +1.0% |
| 3M | +0.6% | +1.9% | -1.3% | -0.1% |
| 6M | -15.6% | +11.2% | -26.8% | -17.6% |
| YTD | +0.9% | +22.9% | -22.1% | -2.5% |
| 1Y | +19.4% | +37.4% | -18.0% | +12.1% |
| All | +19.4% | +38.2% | -18.8% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling