+542.4%
GLW vs JD
+31.7%
+510.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.5% | +11.8% | +9.7% |
| 7D | -5.9% | +7.9% | -13.8% | -7.3% |
| 30D | -26.0% | +4.8% | -30.8% | -26.8% |
| 3M | -29.9% | -13.9% | -16.0% | -28.2% |
| 6M | -37.8% | -5.8% | -32.0% | -37.6% |
| YTD | +33.1% | +2.4% | +30.7% | +31.3% |
| 1Y | +36.8% | -7.5% | +44.4% | +37.5% |
| 3Y | +356.1% | +20.9% | +335.2% | +315.1% |
| 5Y | +243.8% | -58.0% | +301.8% | +267.2% |
| 10Y | +542.4% | +28.9% | +513.5% | +359.9% |
| All | +542.4% | +31.7% | +510.7% | +359.9% |
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