-17.2%
JD vs GLDM
+221.7%
-238.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.4% | +3.0% |
| 7D | +11.7% | +1.9% | +9.9% | +11.1% |
| 30D | +8.1% | -1.7% | +9.8% | +8.5% |
| 3M | -12.0% | -3.5% | -8.5% | -11.2% |
| 6M | -3.5% | -10.1% | +6.6% | -0.8% |
| YTD | +3.3% | -5.0% | +8.4% | +3.7% |
| 1Y | -7.4% | +2.8% | -10.2% | -9.5% |
| 3Y | +16.6% | +105.1% | -88.5% | -10.6% |
| 5Y | -57.9% | +124.3% | -182.2% | -69.1% |
| All | -17.2% | +221.7% | -238.8% | -40.3% |
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 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