+105.0%
GLDM vs JBL
+87.5%
+17.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | +4.7% | -12.3% | +17.0% | +5.5% |
| 30D | -0.9% | -20.2% | +19.3% | +0.5% |
| 3M | -4.3% | -30.6% | +26.3% | -2.3% |
| 6M | -13.4% | -35.8% | +22.4% | -11.4% |
| YTD | -5.8% | +4.9% | -10.7% | -5.4% |
| 1Y | +2.1% | +11.3% | -9.2% | +2.4% |
| 3Y | +105.0% | +89.1% | +15.9% | +102.7% |
| All | +105.0% | +87.5% | +17.6% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling