+627.7%
GEV vs JD
+12.7%
+615.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.7% |
| 7D | +3.2% | -3.0% | +6.1% | +3.6% |
| 30D | -4.0% | -19.3% | +15.3% | -0.8% |
| 3M | +3.4% | -6.0% | +9.4% | +4.0% |
| 6M | +14.7% | +1.8% | +12.9% | +13.5% |
| YTD | +45.8% | -2.6% | +48.4% | +45.2% |
| 1Y | +57.4% | -17.4% | +74.8% | +60.9% |
| All | +627.7% | +12.7% | +615.0% | +549.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling