+38.2%
GLW vs JD
-9.4%
+47.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.1% | +7.4% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | -18.2% | +4.2% | -22.4% | -18.5% |
| 3M | -24.2% | -12.8% | -11.4% | -22.5% |
| 6M | -41.7% | -8.8% | -32.9% | -39.4% |
| YTD | +38.3% | +0.5% | +37.8% | +41.0% |
| 1Y | +38.2% | -8.8% | +46.9% | +48.1% |
| All | +38.2% | -9.4% | +47.5% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling