+248.5%
GLDM vs JBL
+1,081.0%
-832.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | -0.5% | +3.0% | -3.6% | -0.6% |
| 30D | +4.4% | -8.3% | +12.7% | +4.7% |
| 3M | -1.1% | -16.9% | +15.8% | -0.6% |
| 6M | -13.7% | +21.8% | -35.4% | -14.2% |
| YTD | +2.8% | +36.3% | -33.5% | +1.9% |
| 1Y | +24.8% | +49.5% | -24.7% | +23.5% |
| 3Y | +127.8% | +170.6% | -42.8% | +121.7% |
| 5Y | +141.1% | +408.4% | -267.2% | +131.0% |
| All | +248.5% | +1,081.0% | -832.6% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling