-34.6%
GIS vs JD
-6.1%
-28.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.5% |
| 7D | -8.3% | -0.8% | -7.5% | -8.3% |
| 30D | +2.2% | -16.0% | +18.2% | +2.5% |
| 3M | +15.7% | -3.2% | +18.9% | +15.7% |
| 6M | -12.0% | +6.1% | -18.0% | -12.2% |
| YTD | -15.0% | -0.1% | -14.9% | -15.1% |
| 1Y | -20.1% | -12.7% | -7.4% | -20.0% |
| 3Y | -34.6% | -6.3% | -28.3% | -35.5% |
| All | -34.6% | -6.1% | -28.5% | -35.5% |
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