-61.3%
JD vs GLDM
+143.3%
-204.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | -1.7% | -0.5% | -1.1% | -1.5% |
| 30D | -13.2% | +4.4% | -17.6% | -14.5% |
| 3M | -3.2% | -1.1% | -2.1% | -3.0% |
| 6M | +15.2% | -13.7% | +28.9% | +20.9% |
| YTD | +2.0% | +2.8% | -0.8% | -0.6% |
| 1Y | -5.4% | +24.8% | -30.2% | -15.4% |
| 3Y | -9.1% | +127.8% | -136.9% | -40.3% |
| All | -61.3% | +143.3% | -204.5% | -77.4% |
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