-20.5%
JD vs GLDM
+204.0%
-224.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.5% |
| 7D | -4.0% | -5.5% | +1.5% | -2.5% |
| 30D | +2.7% | -7.0% | +9.6% | +4.7% |
| 3M | -13.0% | -12.3% | -0.7% | -9.9% |
| 6M | -12.7% | -17.9% | +5.2% | -7.8% |
| YTD | -0.8% | -10.3% | +9.5% | +1.1% |
| 1Y | -8.9% | -7.8% | -1.1% | -8.0% |
| 3Y | +17.0% | +99.5% | -82.4% | -9.6% |
| 5Y | -63.5% | +106.5% | -170.0% | -72.6% |
| All | -20.5% | +204.0% | -224.5% | -41.8% |
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