+57.7%
GEV vs JD
-5.6%
+63.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | +3.3% | -1.7% | +5.0% | +3.5% |
| 30D | -7.5% | -13.2% | +5.7% | -6.1% |
| 3M | -2.2% | -3.2% | +1.0% | -2.3% |
| 6M | +12.1% | +15.2% | -3.1% | +8.9% |
| YTD | +44.4% | +2.0% | +42.4% | +42.3% |
| 1Y | +57.7% | -5.4% | +63.0% | +62.3% |
| All | +57.7% | -5.6% | +63.3% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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