+8.8%
JPM vs GLDM
+1.8%
+7.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.8% | +4.7% | -5.4% | -1.5% |
| 30D | +1.5% | -0.9% | +2.4% | +1.5% |
| 3M | -5.7% | -4.3% | -1.3% | -5.2% |
| 6M | +7.2% | -13.4% | +20.6% | +9.0% |
| YTD | +5.8% | -5.8% | +11.6% | -0.1% |
| 1Y | +8.8% | +2.1% | +6.7% | -4.5% |
| All | +8.8% | +1.8% | +7.0% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling