+208.4%
GLD vs JD
+26.7%
+181.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.7% |
| 7D | +2.8% | +5.2% | -2.4% | +2.6% |
| 30D | -4.0% | +4.5% | -8.5% | -4.1% |
| 3M | -8.2% | -15.4% | +7.2% | -7.7% |
| 6M | -14.8% | -6.0% | -8.8% | -14.7% |
| YTD | -6.8% | +2.2% | -9.0% | -7.0% |
| 1Y | -2.4% | -6.7% | +4.3% | -2.3% |
| 3Y | +105.8% | +20.5% | +85.2% | +103.5% |
| 5Y | +113.3% | -58.4% | +171.8% | +114.2% |
| 10Y | +208.4% | +32.5% | +176.0% | +195.8% |
| All | +208.4% | +26.7% | +181.7% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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