+486.7%
GS vs JD
+31.9%
+454.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -3.2% | +13.4% | -16.6% | -5.2% |
| 30D | -2.4% | +7.7% | -10.1% | -3.6% |
| 3M | -15.7% | -11.3% | -4.5% | -14.3% |
| 6M | -6.8% | -5.1% | -1.6% | -6.4% |
| YTD | -0.1% | +5.0% | -5.1% | -1.5% |
| 1Y | +12.1% | -5.6% | +17.7% | +12.4% |
| 3Y | +185.8% | +17.8% | +168.0% | +166.1% |
| 5Y | +140.1% | -57.2% | +197.3% | +153.2% |
| All | +486.7% | +31.9% | +454.8% | +378.8% |
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 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