+90.5%
JHX vs GLDM
+245.4%
-154.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.5% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | -5.0% | +0.3% | -5.2% | -5.1% |
| 3M | +24.5% | +3.3% | +21.2% | +23.2% |
| 6M | +34.9% | -14.5% | +49.4% | +40.4% |
| YTD | +39.3% | +1.9% | +37.4% | +39.1% |
| 1Y | +48.6% | +21.1% | +27.5% | +41.9% |
| 3Y | -2.0% | +128.6% | -130.6% | -22.3% |
| 5Y | -24.4% | +143.8% | -168.2% | -41.8% |
| All | +90.5% | +245.4% | -154.9% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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