+800.7%
GLD vs JHX
+814.0%
-13.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.6% |
| 7D | +0.7% | +4.5% | -3.8% | +0.5% |
| 30D | +0.3% | -1.2% | +1.5% | +0.4% |
| 3M | +0.6% | +32.8% | -32.2% | -1.1% |
| 6M | -15.6% | +41.2% | -56.8% | -17.4% |
| YTD | +0.9% | +43.9% | -43.0% | -1.4% |
| 1Y | +19.4% | +48.0% | -28.7% | +16.3% |
| 3Y | +124.5% | +1.2% | +123.3% | +120.0% |
| 5Y | +138.9% | -22.6% | +161.5% | +135.8% |
| 10Y | +213.3% | +111.5% | +101.8% | +186.0% |
| All | +800.7% | +814.0% | -13.3% | +608.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling