+104.1%
GLDM vs JBL
+103.8%
+0.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.4% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -4.4% | -17.0% | +12.6% | -3.3% |
| 3M | -8.8% | -27.4% | +18.5% | -7.2% |
| 6M | -15.9% | -29.1% | +13.2% | -14.4% |
| YTD | -7.7% | +13.6% | -21.3% | -7.8% |
| 1Y | -3.6% | +22.8% | -26.4% | -3.9% |
| All | +104.1% | +103.8% | +0.3% | +100.1% |
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