+204.3%
GLDM vs JBL
+888.6%
-684.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.8% |
| 7D | -5.5% | +10.0% | -15.5% | -5.9% |
| 30D | -7.0% | -18.2% | +11.2% | -6.3% |
| 3M | -12.3% | -29.0% | +16.7% | -11.3% |
| 6M | -17.9% | -25.9% | +7.9% | -17.2% |
| YTD | -10.3% | +14.1% | -24.4% | -10.5% |
| 1Y | -7.8% | +21.7% | -29.4% | -8.2% |
| 3Y | +99.5% | +103.8% | -4.4% | +95.9% |
| 5Y | +106.5% | +310.0% | -203.5% | +99.1% |
| All | +204.3% | +888.6% | -684.3% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling