+201.2%
GLD vs JD
+50.3%
+150.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.7% |
| 7D | +1.9% | +11.7% | -9.9% | +1.7% |
| 30D | -1.8% | +8.1% | -9.8% | -1.9% |
| 3M | -3.6% | -12.0% | +8.4% | -3.4% |
| 6M | -10.2% | -3.5% | -6.7% | -10.2% |
| YTD | -5.3% | +3.3% | -8.6% | -5.4% |
| 1Y | +2.5% | -7.4% | +9.9% | +2.5% |
| 3Y | +103.2% | +16.6% | +86.6% | +102.4% |
| 5Y | +121.1% | -57.9% | +178.9% | +120.6% |
| 10Y | +201.9% | +32.6% | +169.3% | +214.3% |
| All | +201.2% | +50.3% | +150.9% | +225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling