+96.9%
GLD vs JCI
+186.2%
-89.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.3% |
| 7D | -4.6% | +3.2% | -7.8% | -4.8% |
| 30D | -5.5% | -8.6% | +3.1% | -4.8% |
| 3M | -10.9% | -7.7% | -3.2% | -10.4% |
| 6M | -17.4% | -2.6% | -14.9% | -17.4% |
| YTD | -10.3% | +17.4% | -27.7% | -10.9% |
| 1Y | -7.2% | +16.9% | -24.1% | -7.8% |
| 3Y | +96.9% | +186.7% | -89.8% | +85.4% |
| All | +96.9% | +186.2% | -89.3% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling