+226.3%
GLD vs JD
+48.3%
+178.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -0.5% | -1.7% | +1.2% | -0.5% |
| 30D | +4.4% | -13.2% | +17.5% | +4.7% |
| 3M | -1.1% | -3.2% | +2.1% | -1.1% |
| 6M | -13.8% | +15.2% | -29.0% | -14.0% |
| YTD | +2.6% | +2.0% | +0.7% | +2.6% |
| 1Y | +24.5% | -5.4% | +29.9% | +24.5% |
| 3Y | +125.8% | -9.1% | +135.0% | +125.4% |
| 5Y | +137.8% | -59.6% | +197.4% | +137.3% |
| 10Y | +221.4% | +26.2% | +195.1% | +234.2% |
| All | +226.3% | +48.3% | +178.0% | +252.9% |
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