+54.3%
JD vs IAU
+230.9%
-176.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -13.2% | +4.4% | -17.6% | -13.8% |
| 3M | -3.2% | -1.1% | -2.1% | -3.1% |
| 6M | +15.2% | -13.7% | +28.9% | +17.7% |
| YTD | +2.0% | +2.7% | -0.8% | +1.4% |
| 1Y | -5.4% | +24.6% | -30.0% | -8.4% |
| 3Y | -9.1% | +126.8% | -136.0% | -18.3% |
| 5Y | -59.6% | +139.5% | -199.1% | -64.1% |
| 10Y | +26.2% | +226.3% | -200.0% | +19.4% |
| All | +54.3% | +230.9% | -176.6% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling