+123.5%
GLD vs JHX
-4.5%
+128.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -2.0% | -6.3% | +4.4% | -1.5% |
| 30D | -1.5% | -7.7% | +6.2% | -1.0% |
| 3M | +3.2% | +19.2% | -15.9% | +1.9% |
| 6M | -16.3% | +38.3% | -54.5% | -18.2% |
| YTD | +0.6% | +37.2% | -36.6% | -1.5% |
| 1Y | +19.1% | +42.3% | -23.2% | +16.3% |
| 3Y | +123.5% | -4.4% | +127.9% | +125.3% |
| All | +123.5% | -4.5% | +128.0% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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