+339.2%
GLW vs JD
+17.9%
+321.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.4% |
| 7D | +7.7% | -4.1% | +11.9% | +8.1% |
| 30D | -18.8% | +4.6% | -23.4% | -19.3% |
| 3M | -27.7% | -4.7% | -23.0% | -27.5% |
| 6M | -44.4% | -17.4% | -27.1% | -43.3% |
| YTD | +31.3% | +0.7% | +30.6% | +30.9% |
| 1Y | +40.0% | -5.9% | +45.9% | +40.5% |
| 3Y | +339.2% | +18.9% | +320.4% | +333.1% |
| All | +339.2% | +17.9% | +321.4% | +333.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling