+152.6%
GILD vs JD
+42.0%
+110.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.8% | -4.2% | -0.6% | -4.5% |
| 30D | +5.8% | -14.4% | +20.2% | +7.1% |
| 3M | +14.9% | -3.6% | +18.5% | +15.1% |
| 6M | -0.4% | -0.3% | 0.0% | -0.6% |
| YTD | +18.5% | -2.4% | +20.9% | +18.4% |
| 1Y | +25.1% | -18.5% | +43.7% | +26.7% |
| 3Y | +105.9% | -7.0% | +112.9% | +101.8% |
| 5Y | +143.0% | -61.7% | +204.7% | +152.0% |
| 10Y | +162.4% | +17.1% | +145.3% | +115.7% |
| All | +152.6% | +42.0% | +110.6% | +104.8% |
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