+232.0%
GLW vs JD
-63.0%
+295.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.1% | -4.7% |
| 7D | +7.5% | -4.1% | +11.6% | +8.0% |
| 30D | -19.0% | +4.6% | -23.6% | -19.6% |
| 3M | -27.9% | -4.7% | -23.2% | -27.7% |
| 6M | -44.6% | -17.4% | -27.2% | -43.4% |
| YTD | +31.0% | +0.7% | +30.3% | +30.1% |
| 1Y | +39.7% | -5.9% | +45.6% | +40.0% |
| 3Y | +338.2% | +18.9% | +319.3% | +314.7% |
| All | +232.0% | -63.0% | +295.0% | +241.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling