+40.0%
GLW vs JD
-8.1%
+48.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.2% |
| 7D | +7.7% | -4.1% | +11.9% | +7.6% |
| 30D | -18.8% | +4.6% | -23.4% | -19.0% |
| 3M | -27.7% | -4.7% | -23.0% | -27.2% |
| 6M | -44.4% | -17.4% | -27.1% | -40.0% |
| YTD | +31.3% | +0.7% | +30.6% | +34.4% |
| 1Y | +40.0% | -5.9% | +45.9% | +46.2% |
| All | +40.0% | -8.1% | +48.1% | +46.2% |
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