+437.1%
GS vs JD
+29.5%
+407.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | +5.1% | -4.0% | +9.2% | +5.8% |
| 30D | +2.4% | +2.7% | -0.2% | +1.9% |
| 3M | -11.5% | -13.0% | +1.5% | -9.6% |
| 6M | -2.5% | -12.7% | +10.2% | -0.8% |
| YTD | +5.5% | -0.8% | +6.3% | +4.9% |
| 1Y | +11.0% | -8.9% | +19.9% | +12.0% |
| 3Y | +200.1% | +17.0% | +183.0% | +179.1% |
| 5Y | +154.7% | -63.5% | +218.2% | +177.8% |
| All | +437.1% | +29.5% | +407.6% | +316.2% |
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 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