+40.8%
GEV vs JD
-9.7%
+50.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.3% |
| 7D | -3.0% | +0.4% | -3.4% | -3.0% |
| 30D | -18.9% | +4.2% | -23.1% | -19.1% |
| 3M | -20.1% | -12.8% | -7.3% | -19.2% |
| 6M | -24.6% | -8.8% | -15.8% | -24.3% |
| YTD | +24.0% | +0.5% | +23.5% | +22.0% |
| All | +40.8% | -9.7% | +50.5% | +36.7% |
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