+521.8%
GLW vs JD
+26.7%
+495.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.3% |
| 7D | -11.1% | +5.2% | -16.3% | -12.1% |
| 30D | -28.4% | +4.5% | -32.9% | -29.2% |
| 3M | -28.8% | -15.4% | -13.4% | -26.8% |
| 6M | -39.8% | -6.0% | -33.8% | -39.6% |
| YTD | +28.7% | +2.2% | +26.6% | +27.0% |
| 1Y | +27.7% | -6.7% | +34.4% | +28.1% |
| 3Y | +331.3% | +20.5% | +310.8% | +292.8% |
| 5Y | +233.4% | -58.4% | +291.9% | +257.1% |
| 10Y | +521.8% | +32.5% | +489.3% | +342.9% |
| All | +521.8% | +26.7% | +495.1% | +342.9% |
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