+300.5%
JPM vs GLDM
+219.1%
+81.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.9% |
| 7D | -0.8% | +4.7% | -5.4% | -0.7% |
| 30D | +1.5% | -0.9% | +2.4% | +1.4% |
| 3M | -5.7% | -4.3% | -1.3% | -5.7% |
| 6M | +7.2% | -13.4% | +20.6% | +6.7% |
| YTD | +5.8% | -5.8% | +11.6% | +6.1% |
| 1Y | +8.8% | +2.1% | +6.7% | +9.9% |
| 3Y | +147.4% | +105.0% | +42.4% | +170.6% |
| 5Y | +125.3% | +122.5% | +2.8% | +146.6% |
| All | +300.5% | +219.1% | +81.5% | +409.9% |
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