+816.6%
GLD vs JPM
+1,566.5%
-749.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.9% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +4.4% | -0.2% | +4.6% | +4.4% |
| 3M | -1.1% | +15.9% | -17.0% | -0.7% |
| 6M | -13.8% | +20.9% | -34.7% | -13.3% |
| YTD | +2.6% | +12.9% | -10.2% | +3.0% |
| 1Y | +24.5% | +20.3% | +4.2% | +25.2% |
| 3Y | +125.8% | +160.9% | -35.1% | +132.9% |
| 5Y | +137.8% | +154.8% | -17.0% | +145.3% |
| 10Y | +221.4% | +591.1% | -369.7% | +244.9% |
| All | +816.6% | +1,566.5% | -749.9% | +882.8% |
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 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