+103.2%
GLD vs JD
+16.8%
+86.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | +4.7% | +13.4% | -8.7% | +3.8% |
| 30D | -0.9% | +7.7% | -8.6% | -1.4% |
| 3M | -4.4% | -11.3% | +6.9% | -3.7% |
| 6M | -13.6% | -5.1% | -8.4% | -13.4% |
| YTD | -6.0% | +5.0% | -11.0% | -6.5% |
| 1Y | +1.8% | -5.6% | +7.4% | +1.7% |
| 3Y | +103.2% | +17.8% | +85.4% | +98.7% |
| All | +103.2% | +16.8% | +86.4% | +98.7% |
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