+554.2%
GLW vs JD
+29.5%
+524.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +15.5% | -4.0% | +19.6% | +16.3% |
| 30D | -19.6% | +2.7% | -22.2% | -20.1% |
| 3M | -28.5% | -13.0% | -15.5% | -26.9% |
| 6M | -39.5% | -12.7% | -26.8% | -38.5% |
| YTD | +37.2% | -0.8% | +38.0% | +36.0% |
| 1Y | +35.4% | -8.9% | +44.3% | +36.4% |
| 3Y | +359.7% | +17.0% | +342.7% | +320.7% |
| 5Y | +244.0% | -63.5% | +307.5% | +280.9% |
| All | +554.2% | +29.5% | +524.7% | +363.0% |
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