+81.6%
JHX vs GLDM
+204.0%
-122.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.1% |
| 7D | -3.8% | -5.5% | +1.7% | -2.0% |
| 30D | +11.7% | -7.0% | +18.7% | +14.4% |
| 3M | -10.7% | -12.3% | +1.6% | -6.9% |
| 6M | +36.5% | -17.9% | +54.4% | +44.9% |
| YTD | +32.8% | -10.3% | +43.1% | +38.1% |
| 1Y | +62.5% | -7.8% | +70.3% | +67.9% |
| 3Y | -5.7% | +99.5% | -105.2% | -21.9% |
| 5Y | -32.2% | +106.5% | -138.6% | -45.1% |
| All | +81.6% | +204.0% | -122.4% | +46.1% |
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