+27.7%
GLW vs JD
-6.9%
+34.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.3% |
| 7D | -11.1% | +5.2% | -16.3% | -11.3% |
| 30D | -28.4% | +4.5% | -32.9% | -28.5% |
| 3M | -28.8% | -15.4% | -13.4% | -26.8% |
| 6M | -39.8% | -6.0% | -33.8% | -37.7% |
| YTD | +28.7% | +2.2% | +26.6% | +31.3% |
| 1Y | +27.7% | -6.7% | +34.4% | +36.0% |
| All | +27.7% | -6.9% | +34.6% | +36.0% |
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 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