+327.3%
JPM vs GLDM
+248.1%
+79.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -1.0% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | -0.2% | +4.4% | -4.6% | 0.0% |
| 3M | +15.9% | -1.1% | +16.9% | +15.7% |
| 6M | +20.9% | -13.7% | +34.6% | +19.9% |
| YTD | +12.9% | +2.8% | +10.1% | +13.5% |
| 1Y | +20.3% | +24.8% | -4.5% | +23.6% |
| 3Y | +160.9% | +127.8% | +33.1% | +186.6% |
| 5Y | +154.8% | +141.1% | +13.7% | +179.4% |
| All | +327.3% | +248.1% | +79.2% | +445.2% |
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