+17.2%
JCI vs GLDM
-6.3%
+23.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.9% |
| 7D | +8.4% | -5.5% | +13.9% | +9.7% |
| 30D | -8.9% | -7.0% | -1.9% | -7.5% |
| 3M | -6.4% | -12.3% | +5.8% | -4.0% |
| 6M | +1.6% | -17.9% | +19.6% | +5.4% |
| YTD | +20.1% | -10.3% | +30.3% | +23.4% |
| 1Y | +17.2% | -7.8% | +25.0% | +17.3% |
| All | +17.2% | -6.3% | +23.6% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling