+17.6%
JD vs IAU
+216.4%
-198.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.6% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -16.0% | +0.3% | -16.4% | -16.2% |
| 3M | -3.2% | +0.7% | -3.9% | -3.6% |
| 6M | +6.1% | -15.5% | +21.6% | +11.0% |
| YTD | -0.1% | +1.0% | -1.1% | -1.3% |
| 1Y | -12.7% | +19.6% | -32.3% | -18.4% |
| 3Y | -6.3% | +125.4% | -131.7% | -28.8% |
| 5Y | -61.3% | +140.7% | -202.1% | -71.5% |
| 10Y | +17.6% | +218.1% | -200.5% | -22.9% |
| All | +17.6% | +216.4% | -198.8% | -22.9% |
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