+211.6%
GM vs JD
+31.5%
+180.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -0.2% | -4.1% | +3.9% | +0.6% |
| 30D | +3.6% | +4.6% | -1.1% | +2.6% |
| 3M | -0.2% | -4.7% | +4.5% | +0.6% |
| 6M | +13.9% | -17.4% | +31.3% | +17.8% |
| YTD | +6.5% | +0.7% | +5.7% | +5.6% |
| 1Y | +20.7% | -5.9% | +26.5% | +21.2% |
| 3Y | +229.5% | +18.9% | +210.6% | +198.6% |
| 5Y | +41.5% | -62.9% | +104.5% | +57.1% |
| All | +211.6% | +31.5% | +180.1% | +142.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling