+135.3%
JPM vs GLDM
+107.1%
+28.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +3.5% | -4.6% | +8.1% | +3.9% |
| 30D | +3.3% | -5.5% | +8.7% | +3.7% |
| 3M | -4.2% | -10.9% | +6.7% | -3.5% |
| 6M | +16.4% | -17.3% | +33.7% | +17.6% |
| YTD | +9.5% | -10.2% | +19.7% | +10.2% |
| 1Y | +14.0% | -6.9% | +21.0% | +14.7% |
| 3Y | +153.1% | +98.7% | +54.4% | +148.1% |
| All | +135.3% | +107.1% | +28.2% | +107.4% |
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 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