+131.0%
JPM vs GLDM
+116.0%
+15.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.2% |
| 7D | +1.2% | +2.9% | -1.7% | +1.0% |
| 30D | +2.7% | -3.9% | +6.6% | +3.0% |
| 3M | -4.5% | -8.1% | +3.7% | -4.0% |
| 6M | +14.3% | -14.7% | +29.0% | +15.2% |
| YTD | +8.2% | -6.6% | +14.8% | +8.6% |
| 1Y | +10.0% | -2.1% | +12.1% | +10.3% |
| 3Y | +149.0% | +107.7% | +41.3% | +143.3% |
| 5Y | +131.0% | +116.5% | +14.6% | +105.0% |
| All | +131.0% | +116.0% | +15.0% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling