+606.9%
GEV vs JD
+12.8%
+594.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | -1.9% | -2.6% | +0.7% | -1.5% |
| 30D | -8.7% | -15.4% | +6.7% | -6.4% |
| 3M | +6.6% | -5.0% | +11.6% | +7.0% |
| 6M | +10.2% | +0.9% | +9.3% | +9.3% |
| YTD | +41.6% | -2.5% | +44.1% | +41.1% |
| 1Y | +43.9% | -16.0% | +59.9% | +46.7% |
| All | +606.9% | +12.8% | +594.1% | +530.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling