+510.2%
GEV vs JD
+18.1%
+492.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.6% | -3.9% |
| 7D | -13.2% | +5.2% | -18.4% | -13.9% |
| 30D | -20.6% | +4.5% | -25.1% | -21.3% |
| 3M | -19.5% | -15.4% | -4.1% | -17.6% |
| 6M | -23.3% | -6.0% | -17.2% | -23.0% |
| YTD | +22.2% | +2.2% | +20.1% | +20.7% |
| 1Y | +37.8% | -6.7% | +44.5% | +38.1% |
| All | +510.2% | +18.1% | +492.0% | +439.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling