+310.5%
JPM vs GLDM
+204.0%
+106.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.2% |
| 7D | +1.6% | -5.5% | +7.1% | +1.6% |
| 30D | +3.4% | -7.0% | +10.4% | +3.3% |
| 3M | -5.7% | -12.3% | +6.6% | -5.9% |
| 6M | +13.5% | -17.9% | +31.4% | +12.8% |
| YTD | +8.4% | -10.3% | +18.7% | +8.7% |
| 1Y | +9.1% | -7.8% | +16.8% | +9.6% |
| 3Y | +149.5% | +99.5% | +50.0% | +173.5% |
| 5Y | +132.6% | +106.5% | +26.1% | +152.9% |
| All | +310.5% | +204.0% | +106.6% | +422.4% |
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 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