-18.3%
JD vs GLDM
+248.1%
-266.4%
-79.1%
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% | +2.1% |
| 7D | -1.7% | -0.5% | -1.1% | -1.5% |
| 30D | -13.2% | +4.4% | -17.6% | -14.3% |
| 3M | -3.2% | -1.1% | -2.1% | -3.0% |
| 6M | +15.2% | -13.7% | +28.9% | +20.0% |
| YTD | +2.0% | +2.8% | -0.8% | +0.1% |
| 1Y | -5.4% | +24.8% | -30.2% | -13.0% |
| 3Y | -9.1% | +127.8% | -136.9% | -32.3% |
| 5Y | -59.6% | +141.1% | -200.8% | -71.0% |
| All | -18.3% | +248.1% | -266.4% | -42.3% |
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 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