+28.9%
JD vs IAU
+209.6%
-180.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -3.0% |
| 7D | +7.9% | +4.9% | +3.0% | +6.4% |
| 30D | +4.8% | -1.4% | +6.1% | +5.1% |
| 3M | -13.9% | -4.8% | -9.1% | -12.9% |
| 6M | -5.8% | -12.5% | +6.7% | -2.3% |
| YTD | +2.4% | -4.2% | +6.6% | +2.5% |
| 1Y | -7.5% | +3.1% | -10.7% | -9.7% |
| 3Y | +20.9% | +110.0% | -89.1% | -7.9% |
| 5Y | -58.0% | +123.1% | -181.1% | -69.1% |
| 10Y | +28.9% | +216.7% | -187.8% | -2.4% |
| All | +28.9% | +209.6% | -180.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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