-6.7%
JD vs IAU
-1.6%
-5.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.3% |
| 7D | +5.2% | +2.8% | +2.4% | +4.5% |
| 30D | +4.5% | -4.0% | +8.5% | +5.3% |
| 3M | -15.4% | -8.2% | -7.2% | -14.0% |
| 6M | -6.0% | -14.8% | +8.7% | -2.3% |
| YTD | +2.2% | -6.7% | +8.8% | +0.8% |
| 1Y | -6.7% | -2.2% | -4.4% | -11.9% |
| All | -6.7% | -1.6% | -5.0% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling