-17.9%
JD vs GLDM
+225.0%
-243.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -3.0% |
| 7D | +7.9% | +5.0% | +2.9% | +6.4% |
| 30D | +4.8% | -1.3% | +6.1% | +5.1% |
| 3M | -13.9% | -4.7% | -9.2% | -12.9% |
| 6M | -5.8% | -12.4% | +6.6% | -2.4% |
| YTD | +2.4% | -4.1% | +6.5% | +2.4% |
| 1Y | -7.5% | +3.3% | -10.9% | -9.8% |
| 3Y | +20.9% | +110.9% | -90.1% | -8.1% |
| 5Y | -58.0% | +124.8% | -182.8% | -69.2% |
| All | -17.9% | +225.0% | -243.0% | -41.0% |
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