+19.4%
GLD vs JPM
+22.2%
-2.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | +0.7% | -0.4% | +1.2% | +0.9% |
| 30D | +0.3% | -1.1% | +1.4% | +0.5% |
| 3M | +0.6% | +14.1% | -13.5% | -2.7% |
| 6M | -15.6% | +23.3% | -38.9% | -19.8% |
| YTD | +0.9% | +11.3% | -10.4% | -2.0% |
| 1Y | +19.4% | +23.0% | -3.6% | +14.8% |
| All | +19.4% | +22.2% | -2.8% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling