-22.8%
GIS vs JD
-61.6%
+38.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.6% |
| 7D | -8.3% | -0.8% | -7.5% | -8.3% |
| 30D | +2.2% | -16.0% | +18.2% | +2.1% |
| 3M | +15.7% | -3.2% | +18.9% | +15.7% |
| 6M | -12.0% | +6.1% | -18.0% | -11.9% |
| YTD | -15.0% | -0.1% | -14.9% | -15.0% |
| 1Y | -20.1% | -12.7% | -7.4% | -20.2% |
| 3Y | -34.6% | -6.3% | -28.3% | -34.5% |
| 5Y | -22.8% | -61.3% | +38.5% | -24.6% |
| All | -22.8% | -61.6% | +38.8% | -24.6% |
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