+396.3%
JCI vs GLDM
+204.0%
+192.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.1% |
| 7D | +8.4% | -5.5% | +13.9% | +9.1% |
| 30D | -8.9% | -7.0% | -1.9% | -8.1% |
| 3M | -6.4% | -12.3% | +5.8% | -5.1% |
| 6M | +1.6% | -17.9% | +19.6% | +3.7% |
| YTD | +20.1% | -10.3% | +30.3% | +21.6% |
| 1Y | +17.2% | -7.8% | +25.0% | +18.5% |
| 3Y | +190.7% | +99.5% | +91.3% | +174.1% |
| 5Y | +99.9% | +106.5% | -6.6% | +84.4% |
| All | +396.3% | +204.0% | +192.3% | +387.8% |
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