+581.9%
GLW vs JD
+52.8%
+529.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.3% |
| 7D | -13.9% | +13.4% | -27.3% | -16.0% |
| 30D | -35.0% | +7.7% | -42.7% | -35.9% |
| 3M | -32.4% | -11.3% | -21.1% | -31.1% |
| 6M | -41.3% | -5.1% | -36.2% | -41.2% |
| YTD | +21.8% | +5.0% | +16.8% | +19.7% |
| 1Y | +21.8% | -5.6% | +27.5% | +22.0% |
| 3Y | +307.7% | +17.8% | +289.9% | +274.6% |
| 5Y | +213.7% | -57.2% | +270.9% | +231.5% |
| 10Y | +509.3% | +34.8% | +474.5% | +358.3% |
| All | +581.9% | +52.8% | +529.2% | +403.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling