+20.7%
GM vs JD
-8.1%
+28.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.3% |
| 3M | -0.2% | -4.7% | +4.5% | +0.3% |
| 6M | +13.9% | -17.4% | +31.3% | +18.0% |
| YTD | +6.5% | +0.7% | +5.7% | +5.3% |
| 1Y | +20.7% | -5.9% | +26.5% | +22.2% |
| All | +20.7% | -8.1% | +28.7% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling