-16.8%
GIS vs JD
+14.7%
-31.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.5% |
| 7D | -8.6% | -3.0% | -5.6% | -8.5% |
| 30D | -0.5% | -19.3% | +18.9% | 0.0% |
| 3M | +11.9% | -6.0% | +17.9% | +12.0% |
| 6M | -11.6% | +1.8% | -13.4% | -11.7% |
| YTD | -16.3% | -2.6% | -13.8% | -16.4% |
| 1Y | -21.8% | -17.4% | -4.3% | -21.5% |
| 3Y | -35.7% | -8.6% | -27.0% | -35.9% |
| 5Y | -22.9% | -61.6% | +38.7% | -22.0% |
| 10Y | -16.8% | +16.9% | -33.7% | -24.3% |
| All | -16.8% | +14.7% | -31.5% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling