-2.4%
GLD vs JD
-6.9%
+4.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.6% |
| 7D | +2.8% | +5.2% | -2.4% | +1.7% |
| 30D | -4.0% | +4.5% | -8.5% | -4.9% |
| 3M | -8.2% | -15.4% | +7.2% | -5.0% |
| 6M | -14.8% | -6.0% | -8.8% | -14.5% |
| YTD | -6.8% | +2.2% | -9.0% | -8.8% |
| 1Y | -2.4% | -6.7% | +4.3% | -2.4% |
| All | -2.4% | -6.9% | +4.5% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling