+83.5%
JHX vs GLDM
+219.1%
-135.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | +2.2% | +4.7% | -2.4% | +0.8% |
| 30D | +13.2% | -0.9% | +14.0% | +13.4% |
| 3M | -0.5% | -4.3% | +3.8% | +0.8% |
| 6M | +30.0% | -13.4% | +43.4% | +35.6% |
| YTD | +34.2% | -5.8% | +40.0% | +37.3% |
| 1Y | +60.6% | +2.1% | +58.6% | +61.4% |
| 3Y | +3.6% | +105.0% | -101.4% | -15.2% |
| 5Y | -30.5% | +122.5% | -153.0% | -45.0% |
| All | +83.5% | +219.1% | -135.6% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling