+403.2%
JCI vs GLDM
+248.1%
+155.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | +3.8% | -0.5% | +4.4% | +3.9% |
| 30D | -5.7% | +4.4% | -10.1% | -6.2% |
| 3M | -1.4% | -1.1% | -0.3% | -1.4% |
| 6M | +4.1% | -13.7% | +17.8% | +5.3% |
| YTD | +21.7% | +2.8% | +19.0% | +21.4% |
| 1Y | +36.1% | +24.8% | +11.3% | +33.9% |
| 3Y | +154.4% | +127.8% | +26.6% | +136.2% |
| 5Y | +112.0% | +141.1% | -29.1% | +92.5% |
| All | +403.2% | +248.1% | +155.1% | +387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling