+1.8%
GLD vs JD
-7.3%
+9.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | +4.7% | +13.4% | -8.7% | +2.0% |
| 30D | -0.9% | +7.7% | -8.6% | -2.5% |
| 3M | -4.4% | -11.3% | +6.9% | -2.0% |
| 6M | -13.6% | -5.1% | -8.4% | -13.1% |
| YTD | -6.0% | +5.0% | -11.0% | -8.4% |
| 1Y | +1.8% | -5.6% | +7.4% | +1.1% |
| All | +1.8% | -7.3% | +9.1% | +1.1% |
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