+891.4%
GLW vs JD
+48.3%
+843.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.3% |
| 7D | +3.8% | -1.7% | +5.4% | +4.1% |
| 30D | -1.3% | -13.2% | +11.8% | +1.1% |
| 3M | -21.8% | -3.2% | -18.6% | -21.7% |
| 6M | +6.9% | +15.2% | -8.3% | +3.5% |
| YTD | +77.2% | +2.0% | +75.2% | +75.4% |
| 1Y | +123.2% | -5.4% | +128.6% | +123.6% |
| 3Y | +400.0% | -9.1% | +409.1% | +384.2% |
| 5Y | +342.8% | -59.6% | +402.4% | +373.8% |
| 10Y | +771.4% | +26.2% | +745.1% | +564.2% |
| All | +891.4% | +48.3% | +843.1% | +637.8% |
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