+739.4%
GLD vs JCI
+288.6%
+450.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.9% |
| 7D | +4.7% | -9.4% | +14.1% | +5.0% |
| 30D | -0.9% | -13.4% | +12.5% | -0.5% |
| 3M | -4.4% | -12.4% | +8.0% | -4.1% |
| 6M | -13.6% | -5.1% | -8.4% | -13.5% |
| YTD | -6.0% | +13.7% | -19.7% | -6.3% |
| 1Y | +1.8% | +11.4% | -9.7% | +1.5% |
| 3Y | +103.2% | +175.9% | -72.7% | +98.2% |
| 5Y | +119.3% | +98.4% | +20.9% | +115.0% |
| 10Y | +199.5% | +311.2% | -111.7% | +188.2% |
| All | +739.4% | +288.6% | +450.8% | +655.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling