+100.3%
JHX vs GLDM
+248.1%
-147.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | +1.5% | -0.5% | +2.1% | +1.7% |
| 30D | +7.2% | +4.4% | +2.8% | +5.8% |
| 3M | +29.9% | -1.1% | +31.0% | +30.2% |
| 6M | +35.4% | -13.7% | +49.0% | +40.5% |
| YTD | +46.5% | +2.8% | +43.7% | +45.9% |
| 1Y | +55.5% | +24.8% | +30.7% | +47.5% |
| 3Y | -0.4% | +127.8% | -128.2% | -21.0% |
| 5Y | -23.3% | +141.1% | -164.5% | -40.8% |
| All | +100.3% | +248.1% | -147.9% | +54.4% |
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