+392.6%
JCI vs GLDM
+225.0%
+167.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.6% |
| 7D | -3.4% | +5.0% | -8.4% | -4.0% |
| 30D | -10.1% | -1.3% | -8.8% | -10.0% |
| 3M | -6.8% | -4.7% | -2.1% | -6.3% |
| 6M | +2.0% | -12.4% | +14.4% | +3.3% |
| YTD | +19.2% | -4.1% | +23.2% | +19.8% |
| 1Y | +16.7% | +3.3% | +13.4% | +16.7% |
| 3Y | +194.3% | +110.9% | +83.4% | +175.6% |
| 5Y | +103.0% | +124.8% | -21.7% | +85.7% |
| All | +392.6% | +225.0% | +167.6% | +380.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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