+93.1%
JCI vs GLDM
+126.2%
-33.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.8% | -7.3% | -6.6% |
| 7D | -16.9% | +1.9% | -18.8% | -17.2% |
| 30D | -17.2% | -1.7% | -15.5% | -17.0% |
| 3M | -14.2% | -3.5% | -10.7% | -13.8% |
| 6M | -8.7% | -10.1% | +1.3% | -7.6% |
| YTD | +10.7% | -5.0% | +15.8% | +11.6% |
| 1Y | +9.7% | +2.8% | +6.9% | +9.7% |
| 3Y | +166.9% | +105.1% | +61.8% | +143.4% |
| 5Y | +93.1% | +124.3% | -31.1% | +56.3% |
| All | +93.1% | +126.2% | -33.0% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling