+98.8%
JCI vs GLDM
+121.8%
-22.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | -9.4% | +4.7% | -14.1% | -10.0% |
| 30D | -13.4% | -0.9% | -12.5% | -13.3% |
| 3M | -12.4% | -4.3% | -8.1% | -11.9% |
| 6M | -5.1% | -13.4% | +8.3% | -3.5% |
| YTD | +13.7% | -5.8% | +19.5% | +14.8% |
| 1Y | +11.4% | +2.1% | +9.4% | +11.6% |
| 3Y | +175.9% | +105.0% | +70.9% | +151.6% |
| All | +98.8% | +121.8% | -22.9% | +61.5% |
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 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