+32.5%
JD vs IAU
+208.6%
-176.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.5% |
| 7D | +5.2% | +2.8% | +2.4% | +4.3% |
| 30D | +4.5% | -4.0% | +8.5% | +5.7% |
| 3M | -15.4% | -8.2% | -7.2% | -13.5% |
| 6M | -6.0% | -14.8% | +8.7% | -1.8% |
| YTD | +2.2% | -6.7% | +8.8% | +3.0% |
| 1Y | -6.7% | -2.2% | -4.4% | -7.3% |
| 3Y | +20.5% | +106.7% | -86.2% | -7.6% |
| 5Y | -58.4% | +114.8% | -173.2% | -69.0% |
| 10Y | +32.5% | +213.0% | -180.5% | -0.8% |
| All | +32.5% | +208.6% | -176.2% | -0.8% |
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