+109.1%
GLD vs JD
+18.5%
+90.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.1% |
| 7D | +4.9% | +7.9% | -3.0% | +4.4% |
| 30D | -1.3% | +4.8% | -6.1% | -1.7% |
| 3M | -4.8% | -13.9% | +9.2% | -3.8% |
| 6M | -12.5% | -5.8% | -6.7% | -12.3% |
| YTD | -4.2% | +2.4% | -6.6% | -4.6% |
| 1Y | +3.0% | -7.5% | +10.6% | +3.1% |
| 3Y | +109.1% | +20.9% | +88.2% | +104.8% |
| All | +109.1% | +18.5% | +90.6% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling