-32.2%
GIS vs JD
-58.0%
+25.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.8% |
| 7D | +0.4% | +7.9% | -7.5% | +0.4% |
| 30D | +10.1% | +4.8% | +5.3% | +10.1% |
| 3M | -3.7% | -13.9% | +10.3% | -3.7% |
| 6M | +4.3% | -5.8% | +10.1% | +4.2% |
| YTD | -19.8% | +2.4% | -22.2% | -19.8% |
| 1Y | -20.5% | -7.5% | -12.9% | -20.5% |
| 3Y | -38.3% | +20.9% | -59.2% | -37.9% |
| 5Y | -32.2% | -58.0% | +25.9% | -34.1% |
| All | -32.2% | -58.0% | +25.8% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling