-2.7%
GS vs JD
+9.6%
-12.4%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.3% | -9.6% | -6.0% |
| 7D | -6.3% | +11.7% | -18.1% | -6.7% |
| 30D | -3.1% | +8.1% | -11.2% | -3.4% |
| All | -2.7% | +9.6% | -12.4% | -3.0% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling