+137.1%
GLD vs JHX
-27.7%
+164.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.6% |
| 7D | -3.4% | -4.9% | +1.5% | -3.1% |
| 30D | -1.1% | -9.3% | +8.2% | -0.6% |
| 3M | +5.8% | +28.1% | -22.3% | +4.2% |
| 6M | -17.1% | +35.2% | -52.3% | -18.7% |
| YTD | 0.0% | +35.9% | -35.8% | -1.9% |
| 1Y | +18.2% | +42.5% | -24.3% | +15.7% |
| 3Y | +122.6% | -4.5% | +127.0% | +119.0% |
| 5Y | +137.1% | -27.1% | +164.2% | +127.2% |
| All | +137.1% | -27.7% | +164.8% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling