+755.2%
GLD vs JPM
+1,497.5%
-742.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.9% |
| 7D | +4.9% | +0.4% | +4.5% | +5.0% |
| 30D | -1.3% | +2.7% | -4.0% | -1.2% |
| 3M | -4.8% | -3.8% | -0.9% | -4.8% |
| 6M | -12.5% | +14.3% | -26.8% | -12.2% |
| YTD | -4.2% | +8.2% | -12.4% | -4.0% |
| 1Y | +3.0% | +11.0% | -7.9% | +3.4% |
| 3Y | +109.1% | +152.7% | -43.5% | +115.4% |
| 5Y | +121.6% | +130.8% | -9.2% | +127.9% |
| 10Y | +212.2% | +506.0% | -293.8% | +233.8% |
| All | +755.2% | +1,497.5% | -742.3% | +815.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling