-18.0%
GIS vs JD
-5.6%
-12.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.3% | -2.4% |
| 7D | -7.8% | -1.7% | -6.2% | -7.9% |
| 30D | +6.6% | -13.2% | +19.7% | +5.9% |
| 3M | +21.0% | -3.2% | +24.2% | +20.5% |
| 6M | -9.1% | +15.2% | -24.3% | -7.6% |
| YTD | -13.6% | +2.0% | -15.6% | -13.5% |
| 1Y | -18.0% | -5.4% | -12.6% | -18.9% |
| All | -18.0% | -5.6% | -12.4% | -18.9% |
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 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