+304.0%
JPM vs GLDM
+221.7%
+82.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.2% |
| 7D | -1.8% | +1.9% | -3.7% | -1.8% |
| 30D | +1.8% | -1.7% | +3.5% | +1.8% |
| 3M | -5.6% | -3.5% | -2.1% | -5.7% |
| 6M | +10.1% | -10.1% | +20.1% | +9.6% |
| YTD | +6.7% | -5.0% | +11.8% | +7.0% |
| 1Y | +10.3% | +2.8% | +7.5% | +11.5% |
| 3Y | +151.4% | +105.1% | +46.3% | +174.7% |
| 5Y | +127.3% | +124.3% | +3.0% | +148.8% |
| All | +304.0% | +221.7% | +82.3% | +414.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling