+251.4%
GM vs JD
+48.3%
+203.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.5% |
| 7D | +1.9% | -1.7% | +3.6% | +2.3% |
| 30D | -1.4% | -13.2% | +11.8% | +1.1% |
| 3M | +5.9% | -3.2% | +9.1% | +6.4% |
| 6M | +12.4% | +15.2% | -2.8% | +8.9% |
| YTD | +8.6% | +2.0% | +6.7% | +7.6% |
| 1Y | +52.6% | -5.4% | +58.0% | +52.8% |
| 3Y | +169.7% | -9.1% | +178.8% | +160.4% |
| 5Y | +87.5% | -59.6% | +147.2% | +101.4% |
| 10Y | +233.0% | +26.2% | +206.7% | +169.1% |
| All | +251.4% | +48.3% | +203.1% | +177.3% |
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